Model risk in pricing path-dependent derivatives
Subtitle: an illusion
By: Vineet Virmani
Contributors: Indian Institute of Management, Ahmedabad
Series: Working paper -- W.P. no. 2014-03-22
Publisher: Indian Institute of Management, Ahmedabad
Published: 2014
Place of publication: Ahmedabad
Language: eng
Number of pages: 29
Subjects: Price fixing; Stochastic processes
Notes: "Research and publications"--page 2.

Includes statistical tables.

Includes bibliographical references (pages 21-22).