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  5. Computational study of static replication for barrier options

Computational study of static replication for barrier options

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38164324-MIT.pdf

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Author(s)
Sun, Hai Po.
Date Issued
1997
Publisher
Massachusetts Institute of Technology
Description
Thesis: M. Eng., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 1997
Includes bibliographical references (leaves 75-76).
Subjects
Electrical Engineering and Computer Science
MIT Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Terms of Use
MIT theses may be protected by copyright. Please reuse MIT thesis content according to the MIT Libraries Permissions Policy, which is available through the URL provided.
http://dspace.mit.edu/handle/1721.1/7582
Persistent DSpace Link
https://hdl.handle.net/1721.1/165075
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