Thesis
Title Pricing derivatives with stochastic volatility / by Jilong Chen.
Author Chen, Jilong, author.
Production [Glasgow] : University of Glasgow, 2016.

Status Loan Type Location Shelf-mark
 Reference Only  Not for loan  Library Research Annexe  Thesis TA4018  
More Details
Description xv, 125 pages : illustrations ; 30 cm
Note Double-sided pagination.
Ph.D. thesis submitted to the Adam Smith Business School, College of Social Sciences, University of Glasgow, July 2016.
Thesis Thesis (Ph.D.) -- University of Glasgow, 2016.
Bibliography Includes bibliographical references.
Note Electronic version also available via Enlighten : Theses http://theses.gla.ac.uk/7703/
Library Class Thesis TA4018
Subject Derivative securities -- Thesis PhD.
Derivative securities -- Mathematics -- Thesis PhD.
Finance -- Mathematical models -- Thesis PhD.
Stochastic analysis -- Thesis PhD.
Other Author University of Glasgow, degree granting institution.

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