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.

C

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

F

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

G

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

H

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

J

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

S

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

This list was generated on Sun Sep 24 16:12:00 2017 BST.