Equity and foreign exchange hybrid models for pricing long-maturity financial derivatives

LA Grzelak

Research output: Thesis › Dissertation (TU Delft)

Original language	English
Qualification	Doctor of Philosophy
Awarding Institution	Delft University of Technology
Supervisors/Advisors	Oosterlee, C.W., Supervisor
Award date	24 May 2011
Place of Publication	Delft
Publisher	Delft University of Technology
Print ISBNs	978-90-8570-749-3
Publication status	Published - 2011

Keywords

@phdthesis{990ad798fc0b4000bb060f98c133cffd,

title = "Equity and foreign exchange hybrid models for pricing long-maturity financial derivatives",

keywords = "Diss. prom. aan TU Delft",

author = "LA Grzelak",

year = "2011",

language = "English",

isbn = "978-90-8570-749-3",

publisher = "Delft University of Technology",

address = "Netherlands",

type = "Dissertation (TU Delft)",

school = "Delft University of Technology",

}