Static replication of exotic options

Author(s)
Chou, Andrew
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Advisor
Michael F. Sipser.
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Description
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1997.
 
Includes bibliographical references (p. 103-106).
 
Date issued
1997
URI
http://hdl.handle.net/1721.1/42649
Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Publisher
Massachusetts Institute of Technology
Keywords
Electrical Engineering and Computer Science
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