Risk calibration of exotic options using stochastic volatility models

dc.contributor.advisor	Bandyopadhyay, Tathagata
dc.contributor.author	Agarwal, Ritesh
dc.contributor.author	Dantara, Sanket
dc.date.accessioned	2014-08-08T11:12:52Z
dc.date.available	2014-08-08T11:12:52Z
dc.date.copyright	2008
dc.date.issued	2008
dc.identifier.uri	http://hdl.handle.net/11718/12255
dc.language.iso	en	en_US
dc.publisher	Indian Institute of Management, Ahmedabad	en_US
dc.relation.ispartofseries	SP;1545
dc.subject	Volatility	en_US
dc.subject	Calibration	en_US
dc.subject	Stochastic volatility	en_US
dc.title	Risk calibration of exotic options using stochastic volatility models	en_US
dc.type	Student Project	en_US