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http://hdl.handle.net/11718/12255| Title: | Risk calibration of exotic options using stochastic volatility models |
| Authors: | Agarwal, Ritesh Dantara, Sanket |
| Keywords: | Volatility;Calibration;Stochastic volatility |
| Issue Date: | 2008 |
| Publisher: | Indian Institute of Management, Ahmedabad |
| Series/Report no.: | SP;1545 |
| URI: | http://hdl.handle.net/11718/12255 |
| Appears in Collections: | Student Projects |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| SP_2008_1545.pdf Restricted Access | SP_2008_1545 | 656.79 kB | Adobe PDF | View/Open Request a copy |
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