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- 2022
-
Mark
Monte-Carlo Based Pricing of American Options Using Known Characteristics of the Expected Continuation Value Function
(
- Master (Two yrs)
-
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
- 2021
-
Mark
Forward start options in Heston model
(
- Master (Two yrs)
- 2010
-
Mark
The Heston Stochastic Volatility Model: an Approximate Approach
(
- Master (One yr)
- 2009
-
Mark
The Heston Model - Stochastic Volatility and Approximation
(
- Bach. Degree