Fractional volatility models and malliavin calculus.
Ng Chi-Tim. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2004. === Includes bibliographical references (leaves 110-114). === Abstracts in English and Chinese. === Chapter Chapter 1 --- Introduction --- p.4 === Chapter Chapter 2 --- Mathematical Background --- p.7 === Chapter 2.1 --- Frac...
| Other Authors: | |
|---|---|
| Format: | Others |
| Language: | English Chinese |
| Published: |
2004
|
| Subjects: | |
| Online Access: | http://library.cuhk.edu.hk/record=b5892022 http://repository.lib.cuhk.edu.hk/en/item/cuhk-324944 |