The Mathematical Institute, University of Oxford, Eprints Archive

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Book Section

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)

Thesis

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

This list was generated on Fri Dec 19 02:28:45 2014 GMT.