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Showing 1 to 1 of 1 for “"Equity-linked Pension"”.
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Stochastic Volatility Models for Contingent Claim Pricing and Hedging
The present mini-thesis seeks to explore and investigate the mathematical theory and concepts that underpins the valuation of derivative securities, particularly European plainvanilla options. The main argument that we emphasise is that novel models of option pricing, as is suggested by Hull and …