Pricing and Hedging Exotic Options in Stochastic Volatility Models Zhanyu Chen Supervised by Prof. Thorsten Rheinl¨ander, Dr. Angelos Dassios The London School of Economics and Political Science

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Date: 2014-03-18 08:31:34 Finance Investment Black–Scholes Stochastic volatility Heston model Volatility Barrier option Exotic option Timer Call Mathematical finance Financial economics Options		Pricing and Hedging Exotic Options in Stochastic Volatility Models Zhanyu Chen Supervised by Prof. Thorsten Rheinl¨ander, Dr. Angelos Dassios The London School of Economics and Political Science Add to Reading List Source URL: etheses.lse.ac.uk Download Document from Source Website File Size: 924,58 KB Share Document on Facebook

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