Stochastic volatility correction to Black-Scholes: the heston model
Campanale, Marina (A.A. 2015/2016) Stochastic volatility correction to Black-Scholes: the heston model. Tesi di Laurea in Mathematical finance, LUISS Guido Carli, relatore Marco Papi, pp. 55. [Bachelor's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
History of the Black and Scholes model. Calibration of the Black and Scholes model. The Heston model and its calibration.
References
Bibliografia: p. 55.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33) |
| Chair: | Mathematical finance |
| Thesis Supervisor: | Papi, Marco |
| Academic Year: | 2015/2016 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 21 Oct 2016 13:13 |
| Last Modified: | 20 Nov 2018 11:28 |
| URI: | https://tesi.luiss.it/id/eprint/17100 |
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