Oxford Thesis Collection

Thesis

On Root's Barriers and Their Applications in Robust Pricing and Hedging of Variance Options

Actions

Email

Email this record

Send the bibliographic details of this record to your email address.

Your Email
Please enter the email address that the record information will be sent to.

-
Your message (optional)
Please add any additional information to be included within the email.
Share
Cite

Cite this record

APA Style

Huang, D. (2012). On Root's Barriers and Their Applications in Robust Pricing and Hedging of Variance Options [PhD thesis].

MLA Style

Huang, D. On Root's Barriers and Their Applications in Robust Pricing and Hedging of Variance Options. 2012. PhD thesis.

Chicago Style

Huang, D. 2012. “On Root's Barriers and Their Applications in Robust Pricing and Hedging of Variance Options.” PhD thesis.
Print

Access Document

Files:: Di_Huang-eprint.pdf

(Preview, pdf, 1018.6KB, Terms of use)

Authors

+ Huang, D More by this author

Role:: Author

Publisher:: University of Oxford;Mathematical Institute
Publication date:: 2012
Type of award:: DPhil
Level of award:: Doctoral

UUID:: uuid:137bc757-793b-4826-83fd-beb7e630bdd4
Local pid:: oai:eprints.maths.ox.ac.uk:1583
Deposit date:: 2012-08-11
ARK identifier:: ark:/29072/ora_137bc757793b482683fdbeb7e630bdd4

Terms of use

Copyright holder:: Huang, D
Copyright date:: 2012

Licence:: Terms and Conditions of Use for Oxford University Research Archive

Views and Downloads

About views and downloads

If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP