The Mathematical Institute, University of Oxford, Eprints Archive

Browse by Author

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Creators | Item Type | No Grouping
Number of items: 2.

Whitley, Alan (2009) Pricing of European, Bermudan and American Options under the
Exponential Variance Gamma Process.
Masters thesis, Mathematical Institute.

Gupta, Alok and Reisinger, Christoph and Whitley, Alan Model Uncertainty and its Impact on Derivative Pricing. In: Rethinking Risk Measurement and Reporting. RISK, pp. 623-661. (In Press)

This list was generated on Sat Sep 22 13:14:33 2018 BST.