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Title: Calibrating Arbitrage-Free Stochastic Volatility Models via Relative-Entropy Minimization
Authors: Diaco, Anthony
Advisors: Carmona
Department: Civil Engineering and Operations Research
Class Year: 1998
Extent: 124 Pages
Other Identifiers: 9423
Location : This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact
Type of Material: Princeton University Senior Theses
Appears in Collections:Civil Engineering and Operations Research, 1931-2000

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