On Root's Barriers and Their Applications in Robust Pricing and Hedging of Variance Options

Bibliographic Details
Main Author: Huang, D
Format: Thesis
Published: University of Oxford;Mathematical Institute 2012
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author Huang, D
author_facet Huang, D
author_sort Huang, D
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publisher University of Oxford;Mathematical Institute
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spelling oxford-uuid:137bc757-793b-4826-83fd-beb7e630bdd42024-02-12T11:38:16ZOn Root's Barriers and Their Applications in Robust Pricing and Hedging of Variance OptionsThesishttp://purl.org/coar/resource_type/c_db06uuid:137bc757-793b-4826-83fd-beb7e630bdd4Mathematical Institute - ePrintsUniversity of Oxford;Mathematical Institute2012Huang, D
spellingShingle Huang, D
On Root's Barriers and Their Applications in Robust Pricing and Hedging of Variance Options
title On Root's Barriers and Their Applications in Robust Pricing and Hedging of Variance Options
title_full On Root's Barriers and Their Applications in Robust Pricing and Hedging of Variance Options
title_fullStr On Root's Barriers and Their Applications in Robust Pricing and Hedging of Variance Options
title_full_unstemmed On Root's Barriers and Their Applications in Robust Pricing and Hedging of Variance Options
title_short On Root's Barriers and Their Applications in Robust Pricing and Hedging of Variance Options
title_sort on root s barriers and their applications in robust pricing and hedging of variance options
work_keys_str_mv AT huangd onrootsbarriersandtheirapplicationsinrobustpricingandhedgingofvarianceoptions