Pricing of some path-dependent options on equities and commodities
By: Mats Kjaer
Contributors: Göteborgs universitet. Nationalekonomiska institutionen
Series: Economic studies / Dept. of Economics, School of Business, Economics and Law, Göteborg University -- 154
Publisher: Göteborg University
Published: 2006
Place of publication: Göteborg
Language: eng
Subjects: Options (Finance); Mathematical models
Notes: Added t.p. with thesis statement inserted.

Thesis (doctoral)--Göteborg University, 2006.

Includes bibliographical references.