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Volatility Modelling in Option Pricing and its Impact on Payoff Replication Performance

Lassance, Nathan
(2016)

Files

2016-37291100-29c4ef7aa0d3ebc62e8392f2937e102f-1.pdf
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2016-37291100-29c4ef7aa0d3ebc62e8392f2937e102f-2.pdf
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Details

Supervisors
Vrins, Frédéric
Faculty
Louvain School of Management
Degree label
Mémoire de Master [120] en Ingénieur de gestion

Citations

  • APA

Lassance, N. (2016). Volatility Modelling in Option Pricing and its Impact on Payoff Replication Performance. https://dial-mem.test.bib.ucl.ac.be/handle/2078.2/7298