Pricing Barrier Options when Volatility is Stochastic
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Perustieteiden korkeakoulu |
Master's thesis
Ask about the availability of the thesis by sending email to the Aalto University Learning Centre oppimiskeskus@aalto.fi
Authors
Date
2015-12-09
Department
Major/Subject
Strateginen johtaminen
Mcode
IL3006
Degree programme
Tuotantotalouden koulutusohjelma
Language
en
Pages
65 + 4
Series
Description
Supervisor
Wallenius, HanneleThesis advisor
Kaila, RuthKeywords
barrier option, black-scholes model, Heston model, option pricing, stochastic volatility