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...

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Bibliographic Details
Other Authors: Ng, Chi-Tim.
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

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