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Please use this identifier to cite or link to this item: http://arks.princeton.edu/ark:/88435/dsp01wp988m990
Title: Relative Pricing of Options and Defaultable Bonds under Stochastic Volatility
Authors: Yu, Xiang
Advisors: van Handel, Ramon
Department: Operations Research and Financial Engineering
Class Year: 2010
Extent: 70 Pages
Other Identifiers: 24049
URI: http://arks.princeton.edu/ark:/88435/dsp01wp988m990
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 mudd@princeton.edu.
Type of Material: Princeton University Senior Theses
Appears in Collections:Operations Research and Financial Engineering, 2000-2016

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