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Contribution Details

Type	Master's Thesis
Scope	Discipline-based scholarship
Title	A market model for stochastic implied volatility and option risk premiums
Organization Unit	Quantitative Finance (Erich Walter Farkas)
Authors	Robert Huitema
Supervisors	B. A. S. Peeters A. Bagchi
Language	English
Institution	University of Twente
Faculty	Faculty of Mathematics
Number of Pages	103
Date	2008
Export	BibTeX