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http://hdl.handle.net/11718/11998| Title: | Pricing barrier options using local volatility |
| Authors: | Shashank Gandhi, Shavi Ranajn, Palash |
| Keywords: | Pricing Barrier;Local Volatility Modelling |
| Issue Date: | 2012 |
| Publisher: | Indian Institute of Management Ahmedabad |
| Series/Report no.: | SP;1829 |
| URI: | http://hdl.handle.net/11718/11998 |
| Appears in Collections: | Student Projects |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| SP_1829.pdf Restricted Access | 2.36 MB | Adobe PDF | View/Open Request a copy |
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