Pricing Barrier Options when Volatility is Stochastic

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Journal Title
Journal ISSN
Volume Title
Perustieteiden korkeakoulu | Master's thesis
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Date
2015-12-09
Department
Major/Subject
Strateginen johtaminen
Mcode
IL3006
Degree programme
Tuotantotalouden koulutusohjelma
Language
en
Pages
65 + 4
Series
Description
Supervisor
Wallenius, Hannele
Thesis advisor
Kaila, Ruth
Keywords
barrier option, black-scholes model, Heston model, option pricing, stochastic volatility
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Citation