Index Catalog // Hyrax

Remover filtros

Filtragem por: Advisor Sturm, Stephan Collections Masters Theses Tipo de recurso Thesis

Numerical Methods for European Option Pricing with BSDEs

Arbitrage-Free Pricing of XVA for American Options in Discrete Time

Implied Volatility and Extracted Risk Neutral Density of VIX Options during the Crisis...

A discrete model for the default risk of inter-banking networks