Pricing equity derivatives under stochastic volatility : A partial differential equation approach

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dc.contributor.authorSheppard, Roelof
dc.date.accessioned2008-10-20T13:18:09Z
dc.date.available2008-10-20T13:18:09Z
dc.date.issued2008-10-20T13:18:09Z
dc.description.abstractNO ABSTRACT PRESENT ON CD.en
dc.identifier.urihttp://hdl.handle.net/10539/5772
dc.language.isoenen
dc.subjectPricing equity derivativesen
dc.subjectstochastic volatilityen
dc.titlePricing equity derivatives under stochastic volatility : A partial differential equation approachen
dc.typeThesisen
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