Showing 1 - 10 results of 10 for search 'Mathematical Institute;Oxford University', query time: 0.12s Refine Results
  1. 1
    Quasi-Monte Carlo simulations for Longstaff Schwartz pricing of american options

    Quasi-Monte Carlo simulations for Longstaff Schwartz pricing of american options by Couffignals, E

    Published 2010
    “…Mathematical Institute;Oxford University…”
    Thesis
  2. 2
    Parametric arbitrage-free models for implied smile dynamics

    Parametric arbitrage-free models for implied smile dynamics by Zhao, J

    Published 2010
    “…Mathematical Institute;Oxford University…”
    Thesis
  3. 3
    Multilevel Monte Carlo adapted to bermudan options using randomized stopping rule

    Multilevel Monte Carlo adapted to bermudan options using randomized stopping rule by Chen, L

    Published 2010
    “…Mathematical Institute;Oxford University…”
    Thesis
  4. 4
    Tracking a financial index using modern control theory

    Tracking a financial index using modern control theory by Wang, Y

    Published 2010
    “…Mathematical Institute;Oxford University…”
    Thesis
  5. 5
    Extend the ideas of Kan and Zhou paper on Optimal Portfolio Construction under parameter uncertainty

    Extend the ideas of Kan and Zhou paper on Optimal Portfolio Construction under parameter uncertainty by Photiou, G

    Published 2010
    “…Mathematical Institute;Oxford University…”
    Thesis
  6. 6
    Static hedging under cev model with drift

    Static hedging under cev model with drift by Karagiannis, K

    Published 2010
    “…Mathematical Institute;Oxford University…”
    Thesis
  7. 7
    Adjoint methods for computing sensitivities in local volatility surfaces

    Adjoint methods for computing sensitivities in local volatility surfaces by Spilda, J

    Published 2010
    “…Mathematical Institute;Oxford University…”
    Thesis
  8. 8
    Extended credit grades with local volatility

    Extended credit grades with local volatility by Zhou, S

    Published 2010
    “…Mathematical Institute;Oxford University…”
    Thesis
  9. 9
    Numerical pricing of shout options

    Numerical pricing of shout options by Yudaken, L

    Published 2010
    “…Mathematical Institute;Oxford University…”
    Thesis
  10. 10
    Backward stochastic differential equations in finance

    Backward stochastic differential equations in finance by Shi, H

    Published 2010
    “…Mathematical Institute;Oxford University…”
    Thesis

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