1 - 9 of 9
1
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Thesis

Pricing exotic options using improved strong convergence

  • Schmitz Abe, K
  • 2008
2
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Thesis

The computation of Greeks with multilevel Monte Carlo

  • Burgos, S
  • 2014
3
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Thesis

Stochastic modeling and methods for portfolio management in cointegrated markets

  • Angoshtari, B
  • 2014
4
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Thesis

Price modelling and asset valuation in carbon emission and electricity markets

  • Schwarz, D
  • 2012
5
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Thesis

Particle systems and SPDEs with application to credit modelling

  • Jin, L
  • 2010
6
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Thesis

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

  • Janssen, A
  • 2012
7
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Thesis

On portfolio optimisation under drawdown and floor type constraints

  • Chernyy, V
  • 2012
8
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Thesis

A functional approach to backward stochastic dynamics

  • Liang, G
  • 2010
9
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Thesis

Numerical methods for approximating solutions to rough differential equations

  • Gyurko, L
  • 2008
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