Static replication of exotic options

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1997.

Bibliographic Details
Main Author: Chou, Andrew
Other Authors: Michael F. Sipser.
Format: Thesis
Language:eng
Published: Massachusetts Institute of Technology 2008
Subjects:
Online Access:http://hdl.handle.net/1721.1/42649
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Chou, Andrew
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description Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1997.
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spelling mit-1721.1/426492019-04-10T19:17:42Z Static replication of exotic options Chou, Andrew Michael F. Sipser. Massachusetts Institute of Technology. Dept. of Electrical Engineering and Computer Science Electrical Engineering and Computer Science Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1997. Includes bibliographical references (p. 103-106). by Andrew Chou. Ph.D. 2008-09-03T16:20:04Z 2008-09-03T16:20:04Z 1997 1997 Thesis http://hdl.handle.net/1721.1/42649 37623382 eng M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. http://dspace.mit.edu/handle/1721.1/7582 106 p. application/pdf Massachusetts Institute of Technology
spellingShingle Electrical Engineering and Computer Science
Chou, Andrew
Static replication of exotic options
title Static replication of exotic options
title_full Static replication of exotic options
title_fullStr Static replication of exotic options
title_full_unstemmed Static replication of exotic options
title_short Static replication of exotic options
title_sort static replication of exotic options
topic Electrical Engineering and Computer Science
url http://hdl.handle.net/1721.1/42649
work_keys_str_mv AT chouandrew staticreplicationofexoticoptions