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 Sat Aug 2 07:13:00 2014 BST.