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1
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Thesis

Vanna-Volga and Karasinski Risk Correction Methods

  • Tao, M
  • 2009
2
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Pricing exotic options using improved strong convergence

  • Schmitz Abe, K
  • 2008
3
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Thesis

A Bayesian approach to financial model calibration, uncertainty measures and optimal hedging

  • Gupta, A
  • 2010
4
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Thesis

Model free optimisation in risk management

  • Shahverdyan, S
  • 2015
5
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Thesis

Stochastic modeling and methods for portfolio management in cointegrated markets

  • Angoshtari, B
  • 2014
6
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Thesis

Optimal decisions in finance: passport options and the bonus problem

  • Penaud, A
  • 2000
7
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Thesis

Topics in portfolio choice: qualitative properties, time consistency and investment under model uncertainty

  • Kallblad, S
  • 2014
8
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Thesis

Price modelling and asset valuation in carbon emission and electricity markets

  • Schwarz, D
  • 2012
9
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Thesis

Order book models, signatures and numerical approximations of rough differential equations

  • Janssen, A
  • 2012
10
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Thesis

Behavioral optimal consumption and portfolio selection in continuous time

  • Wang, K
  • 2013
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