Pricing barrier options using local volatility

dc.contributor.advisor	Virmani, Vineet
dc.contributor.author	Shashank
dc.contributor.author	Gandhi, Shavi
dc.contributor.author	Ranajn, Palash
dc.date.accessioned	2014-06-24T04:09:14Z
dc.date.available	2014-06-24T04:09:14Z
dc.date.copyright	2013
dc.date.issued	2012
dc.identifier.uri	http://hdl.handle.net/11718/11998
dc.language.iso	en	en_US
dc.publisher	Indian Institute of Management Ahmedabad	en_US
dc.relation.ispartofseries	SP;1829
dc.subject	Pricing Barrier	en_US
dc.subject	Local Volatility Modelling	en_US
dc.title	Pricing barrier options using local volatility	en_US
dc.type	Student Project	en_US