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Betting on Volatility: A Delta Hedging Approach
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematics (Div.).
2011 (English)Independent thesis Advanced level (degree of Master (One Year)), 20 credits / 30 HE creditsStudent thesis
Place, publisher, year, edition, pages
Trita-MAT, ISSN 1401-2286 ; 12
National Category
Probability Theory and Statistics
URN: urn:nbn:se:kth:diva-33431OAI: diva2:415466
Educational program
Degree of Master
Physics, Chemistry, Mathematics
Available from: 2011-09-23 Created: 2011-05-06 Last updated: 2011-09-23Bibliographically approved

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