Mathematical models and numerical algorithms for option pricing and optimal trading
Research conducted in mathematical finance focuses on the quantitative modeling of financial markets. It allows one to solve financial problems by using mathematical methods and provides understanding and prediction of the complicated financial behaviors. In this thesis, efforts are devoted to deri...
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| Language: | English |
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The University of Hong Kong (Pokfulam, Hong Kong)
2013
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| Online Access: | http://hdl.handle.net/10722/191191 |