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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, 2000-2020 |
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