Asset Pricing Models with Stochastic Volatility
Asset pricing modeling is a wide range area of research in Financial Engineering. In this thesis, which consists of an introduction, three papers and appendices; we deal with asset pricing models with stochastic volatility. Here stochastic volatility modeling includes diffusion models and regime-swi...
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| Format: | Others |
| Language: | English |
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Mälardalens högskola, Utbildningsvetenskap och Matematik
2016
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-31576 http://nbn-resolving.de/urn:isbn:978-91-7485-270-7 |