Number of items: **13**.

Chen, Longyun (2010) Multilevel Monte Carlo adapted to bermudan options using randomized stopping rule. Masters thesis, Mathematical Institute.

Couffignals, Eric (2010) Quasi-Monte Carlo simulations for Longstaff Schwartz pricing of american options. Masters thesis, Mathematical Institute.

Fenn, Daniel (2010) Network communities and the foreign exchange market. PhD thesis, University of Oxford.

Karagiannis, Konstantinos (2010) Static hedging under cev model with drift. Masters thesis, Mathematical Institute.

Monoyios, Michael (2010) Optimal investment with inside information and parameter uncertainty. Mathematics and Financial Economics, 3 . pp. 13-38.

Monoyios, Michael (2010) Utility-based valuation and hedging of basis risk with partial information. Applied Mathematical Finance . (In Press)

Photiou, George (2010) Extend the ideas of Kan and Zhou paper on Optimal Portfolio Construction under parameter uncertainty. Masters thesis, Mathematical Institute.

Shi, Haizhou (2010) Backward stochastic differential equations in finance. Masters thesis, Mathematical Institute.

Spilda, Juraj (2010) Adjoint methods for computing sensitivities in local volatility surfaces. Masters thesis, Mathematical Institute.

Wang, Yue (2010) Tracking a financial index using modern control theory. Masters thesis, Mathematical Institute.

Yudaken, Lisa (2010) Numerical pricing of shout options. Masters thesis, Mathematical Institute.

Zhao, Junchen (2010) Parametric arbitrage-free models for implied smile dynamics. Masters thesis, Mathematical Institute.

Zhou, Sihong (2010) Extended credit grades with local volatility. Masters thesis, Mathematical Institute.

This list was generated on **Sat Nov 1 06:13:41 2014 GMT**.