Modelling liquidity and the valuation of American options using the dual method

  • Surbjeet Singh

Student thesis: Doctoral Thesis › PhD

Abstract

Date of Award2005
Original languageEnglish
Awarding Institution
  • University of Bath

Cite this

Modelling liquidity and the valuation of American options using the dual method
Singh, S. (Author). 2005

Student thesis: Doctoral Thesis › PhD

Documents

  • Thesis

    File: application/pdf, 7.28 MB

    Type: Thesis