Stochastic volatility and the pricing of  financial derivatives

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Query: faculty: "FEB" and publication year: "2006"

Author	A.P.C. van der Ploeg
Title	Stochastic volatility and the pricing of financial derivatives
Promotors	H.P. Boswijk, F.C.J.M. de Jong
Date	10-02-2006
Publisher	Thela Thesis
Place	Amsterdam
Year	2006
Pages	340
ISBN	9051705778
Faculty	Faculty of Economics and Business
Institute/dept.	FEB: Tinbergen Institute
Keywords	derivatives (finance) ; hedging ; stochastic methods
Classification	85.30 financial management, financing
Language	English
Document type	Dissertation
Download paper	document/20322
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