Thesis

Correlation-sensitive Calibration of a Stochastic Volatility LIBOR Market Model

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APA Style

Wong, M. (2011). Correlation-sensitive Calibration of a Stochastic Volatility LIBOR Market Model [PhD thesis].

MLA Style

Wong, M. Correlation-Sensitive Calibration of a Stochastic Volatility LIBOR Market Model. 2011.

Chicago Style

Wong, M. 2011. “Correlation-Sensitive Calibration of a Stochastic Volatility LIBOR Market Model.” PhD thesis.
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Files:: Man_Kuan_Wong_dissertation.pdf

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Authors

+ Wong, M More by this author

Role:: Author

Publisher:: oxford university;mathematical institute
Publication date:: 2011-06-24
Type of award:: DPhil
Level of award:: Doctoral

UUID:: uuid:a36dc153-4065-4c60-bd02-c92114f136d8
Local pid:: oai:eprints.maths.ox.ac.uk:1384
Deposit date:: 2011-08-15

Terms of use

Copyright holder:: Wong, M
Copyright date:: 2011

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

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