Type of Material: | Thesis |
Title: | Study of model parameters of Black-scholes and Heston's option pricing models |
Researcher: | Sisodia, Neha |
Guide: | Gor, Ravi |
Department: | Faculty of Mathematics |
Publisher: | Gujarat University, Ahmedabad |
Place: | Ahmedabad |
Year: | 2023 |
Language: | English |
Subject: | Black-Scholes | Heston | Pricing models |
Dissertation/Thesis Note: | PhD; Faculty of Mathematics, Gujarat University, Ahmedabad, Ahmedabad; 2023 |
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001 | 446790 | |
003 | IN-AhILN | |
005 | 2023-05-31 16:39:09 | |
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035 | __ | |a(IN-AhILN)th_446790 |
040 | __ | |aGJUL_380009|dIN-AhILN |
041 | __ | |aeng |
100 | __ | |aSisodia, Neha|eResearcher |
110 | __ | |aFaculty of Mathematics|bGujarat University, Ahmedabad|dAhmedabad|ein|0U-0136 |
245 | __ | |aStudy of model parameters of Black-scholes and Heston's option pricing models |
260 | __ | |aAhmedabad|bGujarat University, Ahmedabad|c2023 |
502 | __ | |bPhD|cFaculty of Mathematics, Gujarat University, Ahmedabad, Ahmedabad|d2023 |
518 | __ | |oDate of Notification|d2023-02-02 |
653 | __ | |aBlack-Scholes |
653 | __ | |aHeston |
653 | __ | |aPricing models |
700 | __ | |aGor, Ravi|eGuide |
905 | __ | |anotification |
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