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Pricing and Hedging Equity-Linked Products under Stochastic Volatility Models

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Pricing and Hedging Equity-Linked Products under Stochastic Volatility Models

MacKay, Anne (2011) Pricing and Hedging Equity-Linked Products under Stochastic Volatility Models. Masters thesis, Concordia University.

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Divisions:Concordia University > Faculty of Arts and Science > Mathematics and Statistics
Item Type:Thesis (Masters)
Authors:MacKay, Anne
Institution:Concordia University
Degree Name:M. Sc.
Program:Mathematics
Date:August 2011
Thesis Supervisor(s):Gaillardetz, Patrice and Marceau, Etienne
ID Code:15123
Deposited By: ANNE MACKAY
Deposited On:21 Nov 2011 20:10
Last Modified:18 Jan 2018 17:35
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