The Mathematical Institute, University of Oxford, Eprints Archive

Items where Research Group is "Mathematical and Computational Finance Group" and Year is 2015

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Number of items: 6.

Chen, Shiqi (2015) Asymptotic Approximations for Asian Options with Discrete Sampling Using Multiple Scale Approach. Masters thesis, oxford university.

Faiz Zulbadli, Muhammad (2015) Fictitious Completion as a Tool to Solve Utility Maximisation Problems. Masters thesis, oxford university.

Gasparotto, Riccardo (2015) Optimised Importance Sampling in Multilevel Monte Carlo. Masters thesis, oxford university.

Han, Manjae (2015) Self-Referential Options. Masters thesis, oxford university.

Jin, Dunhong (2015) A guided tour through the mathematical counterparts of arbitrage. Masters thesis, oxford university.

Shen, Darryl (2015) Order Imbalance Based Strategy in High Frequency Trading. Masters thesis, oxford university.

This list was generated on Sat Oct 21 07:11:46 2017 BST.