Number of items: **13**.

## C

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.

## F

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

## K

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

## M

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)

## P

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

## S

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.

## W

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

## Y

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

## Z

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 May 27 01:11:43 2017 BST**.