The Mathematical Institute, University of Oxford, Eprints Archive

Items where Research Group is "Mathematical and Computational Finance Group" and Year is 2012

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Number of items: 9.

D

Dawei, Cai (2012) An Optimal Liquidation Algorithm Based on Monte Carlo Method. Masters thesis, University of Oxford.

E

Euget, Thomas (2012) Computing Greeks with Multilevel Monte Carlo Methods using Importance Sampling. Masters thesis, University of Oxford.

H

Huang, Di (2012) On Root's Barriers and Their Applications in Robust Pricing and Hedging of Variance Options. Masters thesis, University of Oxford.

P

Pineau, Fabrice (2012) Self-referential options and linear stability. Masters thesis, University of Oxford.

R

Romanovski, Ivan (2012) Time consistency in Risk measures. Masters thesis, University of Oxford.

S

Song, Tianchi (2012) Optimal Stopping with Behavioral Objective. Masters thesis, University of Oxford.

W

Wu, Zhemin (2012) Pricing American Options using Monte Carlo Method. Masters thesis, University of Oxford.

Z

Zhang, Chaoyan (2012) Robust Hedging of Variance Swaps: Discrete Sampling & Co-maturing European Options. Masters thesis, University of Oxford.

Zhang, Yunxian (2012) Market Models in Stochastic Portfolio Theory. Masters thesis, University of Oxford.

This list was generated on Wed Apr 16 16:13:00 2014 BST.