Showing 1 - 10 results of 10 for search 'Mathematical Institute;University of Oxford', query time: 0.13s Refine Results
  1. 1
    Longstaff Schwartz Pricing of Bermudan Options and their Greeks

    Longstaff Schwartz Pricing of Bermudan Options and their Greeks by Thom, H

    Published 2009
    “…Mathematical Institute;University of Oxford…”
    Thesis
  2. 2
    Optimal Selling Strategy With Piecewise Linear Drift Function

    Optimal Selling Strategy With Piecewise Linear Drift Function by Jiang, Y

    Published 2009
    “…Mathematical Institute;University of Oxford…”
    Thesis
  3. 3
    Disposition Effect on Two Classical Expected Utility Models: Exponential and Power

    Disposition Effect on Two Classical Expected Utility Models: Exponential and Power by Cao, B

    Published 2009
    “…Mathematical Institute;University of Oxford…”
    Thesis
  4. 4
    Pricing of European, Bermudan and American Options under the Exponential Variance Gamma Process

    Pricing of European, Bermudan and American Options under the Exponential Variance Gamma Process by Whitley, A

    Published 2009
    “…Mathematical Institute;University of Oxford…”
    Thesis
  5. 5
    A Comparison Between Goal Reaching and Yaari's Models

    A Comparison Between Goal Reaching and Yaari's Models by Gandhi, C

    Published 2009
    “…Mathematical Institute;University of Oxford…”
    Thesis
  6. 6
    Robust hedging of digital double touch barrier options

    Robust hedging of digital double touch barrier options by Hao, N

    Published 2009
    “…Mathematical Institute;University of Oxford…”
    Thesis
  7. 7
    Investigation into Vibrato Monte Carlo for the Computation of Greeks of Discontinuous Payoffs

    Investigation into Vibrato Monte Carlo for the Computation of Greeks of Discontinuous Payoffs by Burgos, S

    Published 2009
    “…Mathematical Institute;University of Oxford…”
    Thesis
  8. 8
    Utility indifference pricing and hedging - Temperature modeling and its significance in the construction of weather derivatives

    Utility indifference pricing and hedging - Temperature modeling and its significance in the construction of weather derivatives by Anastiasiades, G

    Published 2009
    “…Mathematical Institute;University of Oxford…”
    Thesis
  9. 9
    Time-Inconsistency: Performance of the Local Mean-Variance Optimal Portfolio

    Time-Inconsistency: Performance of the Local Mean-Variance Optimal Portfolio by Han, W

    Published 2009
    “…Mathematical Institute;University of Oxford…”
    Thesis
  10. 10
    Indifference Price and Optimal Hedging Performance for Variance Swaps

    Indifference Price and Optimal Hedging Performance for Variance Swaps by Chassenieux, T

    Published 2009
    “…Mathematical Institute;University of Oxford…”
    Thesis

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