Showing 1 - 20 results of 22 for search 'Oxford University;Mathematical Institute', query time: 0.38s Refine Results
  1. 1
    Application of the LCS Problem to High Frequency Financial Data

    Application of the LCS Problem to High Frequency Financial Data by Ngan, K

    Published 2013
    “…Oxford University;Mathematical Institute…”
    Thesis
  2. 2
    Monte Carlo Based Numerical Pricing of Multiple Strike-Reset Options

    Monte Carlo Based Numerical Pricing of Multiple Strike-Reset Options by Christodoulou, S

    Published 2011
    “…oxford university;mathematical institute…”
    Thesis
  3. 3
    Applications of Malliavin calculus to the pricing and hedging of Bermudan options

    Applications of Malliavin calculus to the pricing and hedging of Bermudan options by Newbury, J

    Published 2011
    “…oxford university;mathematical institute…”
    Thesis
  4. 4
    Hedging Strategies Under Temporary Market Impact

    Hedging Strategies Under Temporary Market Impact by Brackmann, H

    Published 2013
    “…Oxford University;Mathematical Institute…”
    Thesis
  5. 5
    Semi-robust static Hedging of Barrier Options

    Semi-robust static Hedging of Barrier Options by Gesell, S

    Published 2011
    “…oxford university;mathematical institute…”
    Thesis
  6. 6
    High frequency dynamics of order flow

    High frequency dynamics of order flow by Zheng, X

    Published 2013
    “…Oxford University;Mathematical Institute…”
    Thesis
  7. 7
    A Mixed PDE/Monte Carlo approach as an efficient way to price under high-dimensional systems

    A Mixed PDE/Monte Carlo approach as an efficient way to price under high-dimensional systems by Ang, X

    Published 2013
    “…Oxford University;Mathematical Institute…”
    Thesis
  8. 8
    Constructing Subordinated Diusions Calibrated To A Finite Call Price Surface

    Constructing Subordinated Diusions Calibrated To A Finite Call Price Surface by Zhang, X

    Published 2013
    “…Oxford University;Mathematical Institute…”
    Thesis
  9. 9
    Models for indices

    Models for indices by Yee, Z

    Published 2011
    “…oxford university;mathematical institute…”
    Thesis
  10. 10
    On estimating the risk-neutral and real-world probability measures

    On estimating the risk-neutral and real-world probability measures by Spears, T

    Published 2013
    “…Oxford University;Mathematical Institute…”
    Thesis
  11. 11
    Time Series Modelling of Monthly WTI Crude Oil Returns

    Time Series Modelling of Monthly WTI Crude Oil Returns by Lam, D

    Published 2013
    “…Oxford University;Mathematical Institute…”
    Thesis
  12. 12
    Fake Geometric Brownian Motion And Its Option Pricing

    Fake Geometric Brownian Motion And Its Option Pricing by Xu, X

    Published 2011
    “…oxford university;mathematical institute…”
    Thesis
  13. 13
    Utility-Based Hedging of Stochastic Income

    Utility-Based Hedging of Stochastic Income by Tan, V

    Published 2013
    “…Oxford University;Mathematical Institute…”
    Thesis
  14. 14
    Estimating expected first passage times using multilevel Monte Carlo algorithm

    Estimating expected first passage times using multilevel Monte Carlo algorithm by Primozic, T

    Published 2011
    “…oxford university;mathematical institute…”
    Thesis
  15. 15
    Correlation-sensitive Calibration of a Stochastic Volatility LIBOR Market Model

    Correlation-sensitive Calibration of a Stochastic Volatility LIBOR Market Model by Wong, M

    Published 2011
    “…oxford university;mathematical institute…”
    Thesis
  16. 16
    A new approach to BSDE

    A new approach to BSDE by Jin, L

    Published 2011
    “…oxford university;mathematical institute…”
    Thesis
  17. 17
    Time Series Model for Forecasting Intraday Volatilities

    Time Series Model for Forecasting Intraday Volatilities by Serknas, D

    Published 2013
    “…Oxford University;Mathematical Institute…”
    Thesis
  18. 18
    Modelling Alternative Energy in the Electricity Market

    Modelling Alternative Energy in the Electricity Market by Pereira Simoes Matos, G

    Published 2013
    “…Oxford University;Mathematical Institute…”
    Thesis
  19. 19
    Indifference Pricing in a Basis Risk Model with Stochastic Volatility

    Indifference Pricing in a Basis Risk Model with Stochastic Volatility by Lam, K

    Published 2011
    “…oxford university;mathematical institute…”
    Thesis
  20. 20
    Time-Homogeneous Diffusion with a given marginal subordinated by different time changes

    Time-Homogeneous Diffusion with a given marginal subordinated by different time changes by liu, q

    Published 2011
    “…oxford university;mathematical institute…”
    Thesis

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