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Interpolation spaces with parameter functions and L2-approximations of stochastic integrals
Published 2011Doctoral dissertation -
3
Efficient numerical methods for pricing American options
Published 2005JYX-julkaisuarkisto / JYX Digital Archive
Doctoral dissertation -
4
Efficient numerical methods for pricing American options
Published 2005JYX-julkaisuarkisto / JYX Digital Archive
Doctoral dissertation -
5
Numerical methods for pricing options under jump-diffusion processes
Published 2013Doctoral dissertation -
6
The Black-Scholes model and risk-sensitive asset management
Published 2021Get full text Get full textMaster's thesis -
7
Option pricing and uncertainties in the Black-Scholes model
Published 2019Get full text Get full textMaster's thesis -
8
Australian Water Equities : The Underlying Factors Driving Returns and Properties as Diversifiers
Published 2023Get full text Get full textMaster's thesis -
9
Quantitative comparison of option pricing models: neural networks vs. stochastic models
Published 2024Get full text Get full textMaster's thesis -
10
Numerical methods for pricing options under jump-diffusion processes
Published 2013JYX-julkaisuarkisto / JYX Digital Archive
Doctoral dissertation