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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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