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Highly efficient pricing of exotic derivatives under mean-reversion, jumps and stochastic volatility
The pricing of exotic derivatives continues to attract much attention from academics and practitioners alike. Despite the overwhelming interest, the task of finding a robust methodology that could derive closed-form solutions for exotic derivatives remains a difficult challenge. In addition, the lev...
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| Format: | Thesis |
| Language: | English |
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School of Management Studies
2019
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