Hedging: imperfect correlation, timely information and stochastic volatility

  • Jeremy Penn

Student thesis: Doctoral Thesis › PhD

Abstract

Date of Award2003
Original languageEnglish
Awarding Institution
  • University of Bath

Cite this

Hedging: imperfect correlation, timely information and stochastic volatility
Penn, J. (Author). 2003

Student thesis: Doctoral Thesis › PhD

Documents

  • Thesis

    File: application/pdf, 5.12 MB

    Type: Thesis