Calibration of the Heston Model with Application in Derivative Pricing and Hedging

Master thesis (2007)

Authors

Contributors

C. Oosterlee (mentor)
A. Verbraeck (mentor)
J. Van den Berg (mentor)
Faculty
Technology, Policy and Management (TPM) (TU Delft)
Copyright: © 2007 B. Chen
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Published Date

21-12-2007

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Faculty

Technology, Policy and Management

Files

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