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Number of items: 2.
Article
Calmet, Xavier and Shaw, Nathaniel Wiesendanger (2020) An analytical perturbative solution to the Merton Garman model using symmetries. Journal of Futures Markets, 40 (1). pp. 3-22. ISSN 0270-7314
Thesis
Wiesendanger Shaw, Nathaniel (2020) Model specification and news announcements: theoretical and empirical aspects of option pricing. Doctoral thesis (PhD), University of Sussex.