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