A closed-form option pricing model on co-integrated assets with stochastic volatilities.
Zheng, Fangbing. === "September 2010." === Thesis (M.Phil.)--Chinese University of Hong Kong, 2010. === Includes bibliographical references (leaves 32-33). === Abstracts in English and Chinese.
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| Format: | Others |
| Language: | English Chinese |
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2010
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| Online Access: | http://library.cuhk.edu.hk/record=b5894475 http://repository.lib.cuhk.edu.hk/en/item/cuhk-327188 |