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- 2022
-
Mark
LEAST -SQUARE MONTE CARLO BASED OPTION PRICING OF EUROPEAN AND BERMUDAN STOCK INDEX OPTIONS
(
- Master (Two yrs)
-
Mark
How Do Traditional Models for Option Valuation Perform When Applied to Cryptocurrency Options?
(
- Bach. Degree
-
Mark
Monte-Carlo Based Pricing of American Options Using Known Characteristics of the Expected Continuation Value Function
(
- Master (Two yrs)
- 2019
-
Mark
CEO Incentives and firm risk: in the context of cross-listing
(
- Master (One yr)
- 2010
-
Mark
Option Hedging with Transaction Costs
(
- Master (One yr)
- 2009
-
Mark
FX BASKET OPTIONS - Approximation and Smile Prices
(
- Master (One yr)
-
Mark
The Heston Model - Stochastic Volatility and Approximation
(
- Bach. Degree
-
Mark
Additional Information in Higher Order Derivatives of the Black-Scholes Formula
(
- Bach. Degree
- 2007
-
Mark
Pricing Derivatives: Implementing Heston and Nandi's (2000) Model on the Swedish Stock Index
(
- Master (One yr)