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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Sircar, Ronnie | en_US |
| dc.contributor.author | Tadlock, Stephen D. | en_US |
| dc.date.accessioned | 2014-09-23T05:08:25Z | - |
| dc.date.available | 2014-09-23T05:08:25Z | - |
| dc.date.issued | 2001 | en_US |
| dc.identifier.other | 14573 | en_US |
| dc.identifier.uri | http://arks.princeton.edu/ark:/88435/dsp01ws859h83j | - |
| dc.format.extent | 77 Pages | en_US |
| dc.title | A Second-Order Description of Implied Volatility from an Asymptotic Analysis of Stochastic Volatility Models | en_US |
| dc.type | Princeton University Senior Theses | en_US |
| pu.projectgrantnumber | 690-2143 | en_US |
| pu.date.classyear | 2001 | en_US |
| pu.department | Operations Research and Financial Engineering | en_US |
| pu.location | This thesis can be viewed in person at the <a href=http://mudd.princeton.edu>Mudd Manuscript Library</a>. To order a copy complete the <a href="http://rbsc.princeton.edu/senior-thesis-order-form" target="_blank">Senior Thesis Request Form</a>. For more information contact <a href=mailto:mudd@princeton.edu>mudd@princeton.edu</a>. | en_US |
| Appears in Collections: | Operations Research and Financial Engineering, 2000-2023 | |
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