Number of items: **11**.

## A

Anastiasiades, Georgios
(2009)
*Utility indifference pricing and hedging - Temperature modeling and its significance in the construction of weather derivatives.*
Masters thesis, Mathematical Institute.

## B

Burgos, Sylvestre
(2009)
*Investigation into Vibrato Monte Carlo for the Computation of
*

Greeks of Discontinuous Payoffs.
Masters thesis, Mathematical Institute.

## C

Cao, Bo
(2009)
*Disposition Effect on Two Classical Expected Utility Models:
*

Exponential and Power.
Masters thesis, Mathematical Institute.

Chassenieux, Thomas
(2009)
*Indifference Price and Optimal Hedging Performance for Variance Swaps.*
Masters thesis, Mathematical Institute.

## G

Gandhi, Chetak
(2009)
*A Comparison Between Goal Reaching and Yaari's Models.*
Masters thesis, Mathematical Institute.

## H

Han, Wang
(2009)
*Time-Inconsistency: Performance of the Local Mean-Variance
*

Optimal Portfolio.
Masters thesis, Mathematical Institute.

Hao, Ni
(2009)
*Robust hedging of digital double touch barrier options.*
Masters thesis, Mathematical Institute.

## J

Jiang, Yan
(2009)
*Optimal Selling Strategy With Piecewise Linear Drift Function.*
Masters thesis, Mathematical Institute.

## M

Monoyios, Michael
(2009)
*Optimal investment and hedging under partial and inside information.*
In:
Radon Series on Computational and Applied Mathematics.
Radon Series on Computational and Applied Mathematics
.
De Gruyter, Berlin.
(In Press)

## T

Thom, Howard
(2009)
*Longstaff Schwartz Pricing of Bermudan Options and their Greeks.*
Masters thesis, Mathematical Institute.

## W

Whitley, Alan
(2009)
*Pricing of European, Bermudan and American Options under the
*

Exponential Variance Gamma Process.
Masters thesis, Mathematical Institute.

This list was generated on **Fri Mar 23 12:11:47 2018 GMT**.