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SABR model in interest-rate world and correction of Labordere's option pricing formula in the normal SABR case

Author: Tang, Songyin
Media Type: Diploma Thesis
Printed Book
Language: English
Published: 2011
University Thesis: Kaiserslautern, Techn. Univ., Diplomarbeit, 2011


Department Library of Mathematics / Physics (Building 48)

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available 2 weeks lendable MAT 054/291 109302245