Number of items: **15**.

## C

Cheung, Ho Loon Alan
(2011)
*Utility Maximisation: Non-concave utility and non linear expectation.*
Masters thesis, oxford university.

Christodoulou, Stavros
(2011)
*Monte Carlo Based Numerical Pricing of Multiple Strike-Reset Options.*
Masters thesis, oxford university.

## G

Gesell, Sebastian
(2011)
*Semi-robust static Hedging of Barrier Options.*
Masters thesis, oxford university.

Giles, M. B. and Burgos, Sylvestre
(2011)
*Computing Greeks using multilevel path simulation.*
Technical Report.
..
(Unpublished)

## H

Hoffman, Frederick
(2011)
*Credit Valuation Adjustment.*
Masters thesis, oxford university.

## J

Jin, Lixing
(2011)
*A new approach to BSDE.*
Masters thesis, oxford university.

## L

Lam, Kwok-Chung Ivan
(2011)
*Indifference Pricing in a Basis Risk Model with Stochastic Volatility.*
Masters thesis, oxford university.

Li, Yusong
(2011)
*Forward Performance Measurement with Applications in Indifference Valuation.*
Masters thesis, oxford university.

liu, qing
(2011)
*Time-Homogeneous Diffusion with a given marginal subordinated by different time changes.*
Masters thesis, oxford university.

## N

Newbury, James
(2011)
*Applications of Malliavin calculus to the pricing and hedging of Bermudan options.*
Masters thesis, oxford university.

## P

Primozic, Tom
(2011)
*Estimating expected first passage times using multilevel Monte Carlo algorithm.*
Masters thesis, oxford university.

## R

Reisinger, Christoph and Giles, M. B.
(2011)
*Stochastic finite differences and multilevel Monte Carlo for a class of SPDEs in finance.*
Working Paper.
N/A.
(Submitted)

## W

Wong, Man Kuan
(2011)
*Correlation-sensitive Calibration of a Stochastic Volatility LIBOR Market Model.*
Masters thesis, oxford university.

## X

Xu, Xingjian
(2011)
*Fake Geometric Brownian Motion And Its Option Pricing.*
Masters thesis, oxford university.

## Y

Yee, Zhao Wei
(2011)
*Models for indices.*
Masters thesis, oxford university.

This list was generated on **Wed Aug 24 07:11:42 2016 BST**.