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Klausz, Michael
Efficient Option Pricing by ‘Magic Points’ in one and two Dimensions
Masterarbeit
2017

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Wong, Shu Yeung
Low-rank tensor approximation methods for financial problems
Masterarbeit
2017

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He, Yiyi
Computational aspects for multivariate shortfall risk allocation
Masterarbeit
2017

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Herold, Paul
Interpolation of Implied Volatilities via Chebyshev Interpolation
Masterarbeit
2017

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Abend, Stephan
Bid-Ask Calibration of Lévy Models – Theory and Implementation
Masterarbeit
2016

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Pötz, Christian
Chebyshev Interpolation for Parametric Option Pricing: Empirical and Theoretical Investigations
Masterarbeit
2016

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Zimmermann, Maximilian
The Finite Element Method with Splines for Option Pricing
Masterarbeit
2015

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Melnikova, Ksenia
Calibration oft the affine LIBOR model
Masterarbeit
2015

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Altemeyer, Raphael
FEM for 2D Heston’s Pricing PDE
Masterarbeit
2015

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Criens, David
Construction of Equivalent Martingale Measures
Masterarbeit
2015