Geometric Asian options under stochastic volatility.
Cheung Ying Lok. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2004. === Includes bibliographical references (leaves 46-47). === Abstracts in English and Chinese. === Chapter 1 --- Introduction --- p.1 === Chapter 2 --- Review on the fast mean-reverting stochastic volatility --- p.5 === C...
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| Format: | Others |
| Language: | English Chinese |
| Published: |
2004
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| Online Access: | http://library.cuhk.edu.hk/record=b5892031 http://repository.lib.cuhk.edu.hk/en/item/cuhk-324999 |