University of Illinois at ChicagoBrowse

File(s) not publicly available

The risk neutral dynamics of market implied volatility and its application.

thesis
posted on 2014-03-18, 00:00 authored by Peng. He
The risk neutral dynamics of market implied volatility and its application.

History

Degree Grantor

University of Illinois at Chicago.

Degree Level

Doctoral

Language

en

Issue date

2007-01-01

File(s) available to UIC only. Log in with UIC Net ID to access:

Usage metrics

Categories

Keywords

Mathematics.

Licence

In Copyright

Exports