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Contribution Details

Type Bachelor Thesis
Scope Discipline-based scholarship
Title Pricing Performance of the Inverse Gamma Stochastic Volatility Model for Options on the Swiss Market Index
Organization Unit
Authors
  • Mattieu Junker
Supervisors
  • Michal Svaton
  • Markus Leippold
Language
  • English
Institution University of Zurich
Faculty Faculty of Business, Economics and Informatics
Date November 2017
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