Aarhus University Seal / Aarhus Universitets segl

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

Nour El Qut
Final Examination for the Master's degree
Friday, 26 January, 2018, at 13:00, in Aud. G1 (1532-116)
Contact person: Elisa Nicolato