The Mathematical Institute, University of Oxford, Eprints Archive

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Gupta, A

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)

Reisinger, C

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)

Whitley, A

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 Wed Oct 22 10:32:00 2014 BST.