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2022
Mark LEAST -SQUARE MONTE CARLO BASED OPTION PRICING OF EUROPEAN AND BERMUDAN STOCK INDEX OPTIONS
Brink Bolin, Oscar ^LU and Ahnvik, Joel ^LU (2022) In Master's Theses in Mathematical Sciences FMSM01 20212
Mathematical Statistics
- Master (Two yrs)
Mark How Do Traditional Models for Option Valuation Perform When Applied to Cryptocurrency Options?
Molin, Elisabeth ^LU (2022) NEKH02 20212
Department of Economics
- Bach. Degree
Mark Monte-Carlo Based Pricing of American Options Using Known Characteristics of the Expected Continuation Value Function
Ottander, Olle ^LU and Lindstedt, Fredrik ^LU (2022) In Master's Theses in Mathematical Sciences FMSM01 20221
Mathematical Statistics
- Master (Two yrs)
2021
Mark Forward start options in Heston model
Sandler, Henrik ^LU (2021) In Master's Thesis in Mathematical Sciences MASM01 20192
Mathematical Statistics
- Master (Two yrs)
2010
Mark The Heston Stochastic Volatility Model: an Approximate Approach
Bengtsson, Thomas ^LU (2010) NEKM01 20101
Department of Economics
- Master (One yr)
2009
Mark The Heston Model - Stochastic Volatility and Approximation
Karlsson, Patrik (2009)
Department of Economics
- Bach. Degree

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