Stochastic volatility and the pricing of financial derivatives

Open Access
Authors
  • A.P.C. van der Ploeg
Supervisors
Award date 10-02-2006
ISBN
  • 9051705778
  • 9789051705775
Number of pages 340
Publisher Amsterdam: Thela Thesis
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type PhD thesis
Note Tinbergen Institute research series no. 366
Language English
Downloads
Permalink to this page
Back