The Mathematical Institute, University of Oxford, Eprints Archive

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

This list was generated on Sat Sep 22 14:13:52 2018 BST.