On accurate and efficient valuation of financial contracts under models with jumps
The aim of this thesis is to develop efficient valuation methods for nancial contracts under models with jumps and stochastic volatility, and to present their rigorous mathematical underpinning. For efficient risk management, large books of exotic options need to be priced and hedged under models th...
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Imperial College London
2013
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.693932 |