An Empirical Comparison Of Alternative Option Pricing Models
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An Empirical Comparison of Alternative Option Pricing Models
Author | : Ta-Peng Wu |
Publisher | : |
Total Pages | : 298 |
Release | : 2000 |
Genre | : Options (Finance) |
ISBN | : |
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This thesis seeks to studying two different methods of option pricing - one introduced in Carr and Madan (1999), and the other one in F.Fang and Oosterlee (2008
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