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

Title

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

Author

Chen, B.

Contributor

Oosterlee, C. (mentor)
Verbraeck, A. (mentor)
Van den Berg, J. (mentor)

Corporate name

Rabobank International

Faculty

Technology, Policy and Management

Date

2007-12-21

To reference this document use:

http://resolver.tudelft.nl/uuid:25dc8109-4b39-44b8-8722-3fd680c7c4ad

Part of collection

Student theses

Document type

master thesis

Rights

© 2007 B. Chen