Aarhus Universitets segl

Valuation of Options in the Black-Scholes Model and Stochastic Volatility Models with focus on the Heston Model

Nour El Qut
Fredag 26. januar 2018 13:00 Aud. G1 (1532-116)
Kandidateksamen
Kontakt: Elisa Nicolato Revideret: 24.01.2018