Computational study of static replication for barrier options

Author(s)
Sun, Hai Po.
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Description
Thesis: M. Eng., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 1997
 
Includes bibliographical references (leaves 75-76).
 
Date issued
1997
URI
https://hdl.handle.net/1721.1/165075
Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Publisher
Massachusetts Institute of Technology
Keywords
Electrical Engineering and Computer Science
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