Thesis
Indifference Price and Optimal Hedging Performance for Variance Swaps
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(Preview, pdf, 1.2MB, Terms of use)
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Authors
- Publisher:
- Mathematical Institute;University of Oxford
- Publication date:
- 2009-07-03
- Type of award:
- DPhil
- Level of award:
- Doctoral
- UUID:
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uuid:f410c589-a6f3-4b09-94e4-098a2404ce09
- Local pid:
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oai:eprints.maths.ox.ac.uk:781
- Deposit date:
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2011-05-19
- ARK identifier:
Terms of use
- Copyright holder:
- Chassenieux, T
- Copyright date:
- 2009
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