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Klausz, Michael .Efficient Option Pricing by ‘Magic Points’ in one and two Dimensions.Masterarbeit.2017
Wong, Shu Yeung.Low-rank tensor approximation methods for financial problems.Masterarbeit.2017
He, Yiyi .Computational aspects for multivariate shortfall risk allocation.Masterarbeit.2017
Herold, Paul.Interpolation of Implied Volatilities via Chebyshev Interpolation.Masterarbeit.2017
Abend, Stephan.Bid-Ask Calibration of Lévy Models – Theory and Implementation.Masterarbeit.2016
Pötz, Christian.Chebyshev Interpolation for Parametric Option Pricing: Empirical and Theoretical Investigations.Masterarbeit.2016
Zimmermann, Maximilian.The Finite Element Method with Splines for Option Pricing.Masterarbeit.2015
Melnikova, Ksenia .Calibration oft the affine LIBOR model.Masterarbeit.2015
Altemeyer, Raphael.FEM for 2D Heston’s Pricing PDE.Masterarbeit.2015
Criens, David.Construction of Equivalent Martingale Measures.Masterarbeit.2015
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