Convexity of option prices in the Heston model

Bibliographic Details
Main Author:	Wang, Jian
Format:	Others
Language:	English
Published:	Uppsala universitet, Matematiska institutionen 2007
Subjects:	MATHEMATICS MATEMATIK
Online Access:	http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-121212

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spelling	ndltd-UPSALLA1-oai-DiVA.org-uu-1212122013-01-08T13:23:57ZConvexity of option prices in the Heston modelengWang, JianUppsala universitet, Matematiska institutionen2007MATHEMATICSMATEMATIKStudent thesisinfo:eu-repo/semantics/masterThesistexthttp://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-121212U.U.D.M. project report ; 2007:3application/pdfinfo:eu-repo/semantics/openAccess
collection	NDLTD
language	English
format	Others
sources	NDLTD
topic	MATHEMATICS MATEMATIK
spellingShingle	MATHEMATICS MATEMATIK Wang, Jian Convexity of option prices in the Heston model
author	Wang, Jian
author_facet	Wang, Jian
author_sort	Wang, Jian
title	Convexity of option prices in the Heston model
title_short	Convexity of option prices in the Heston model
title_full	Convexity of option prices in the Heston model
title_fullStr	Convexity of option prices in the Heston model
title_full_unstemmed	Convexity of option prices in the Heston model
title_sort	convexity of option prices in the heston model
publisher	Uppsala universitet, Matematiska institutionen
publishDate	2007
url	http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-121212
work_keys_str_mv	AT wangjian convexityofoptionpricesinthehestonmodel
_version_	1716518799922954240

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