Results for "Option pricing" Showing 1 - 11 results of 11 Laminas_Feed_Writer 2 (https://getlaminas.org) https://search.frelip.org/Search/Results?sort=last_indexed+desc&limit=50&lookfor=%22Option+pricing%22&type=Subject&lng=en 11 0 50 Pricing American compound options with stochastic volatility and correlated interest rates Wed, 01 Jul 2026 04:08:27 +0000 https://search.frelip.org/Record/oai:repository.up.ac.za:2263%2F97087 https://search.frelip.org/Record/oai:repository.up.ac.za:2263%2F97087 Thesis 2024 0 Computing the Greeks using the integration by parts formula for the Skorohod integral Wed, 10 Jun 2026 12:44:52 +0000 https://search.frelip.org/Record/oai:scholar.sun.ac.za:10019.1%2F2607 https://search.frelip.org/Record/oai:scholar.sun.ac.za:10019.1%2F2607 Chongo, Ambrose Thesis 2008 Chongo, Ambrose 0 Applications of change of numéraire for option pricing Wed, 10 Jun 2026 12:44:42 +0000 https://search.frelip.org/Record/oai:scholar.sun.ac.za:10019.1%2F1820 https://search.frelip.org/Record/oai:scholar.sun.ac.za:10019.1%2F1820 Le Roux, Gawie Thesis 2008 Le Roux, Gawie 0 Model risk for barrier options when priced under different lévy dynamics Wed, 10 Jun 2026 12:44:33 +0000 https://search.frelip.org/Record/oai:scholar.sun.ac.za:10019.1%2F17810 https://search.frelip.org/Record/oai:scholar.sun.ac.za:10019.1%2F17810 Mbakwe, Chidinma Thesis 2011 Mbakwe, Chidinma 0 Pricing and hedging asian options using Monte Carlo and integral transform techniques Wed, 10 Jun 2026 12:43:59 +0000 https://search.frelip.org/Record/oai:scholar.sun.ac.za:10019.1%2F4292 https://search.frelip.org/Record/oai:scholar.sun.ac.za:10019.1%2F4292 Chibawara, Trust Thesis 2010 Chibawara, Trust 0 Calculation aspects of the European Rebalanced Basket Option using Monte Carlo methods Wed, 10 Jun 2026 12:41:20 +0000 https://search.frelip.org/Record/oai:scholar.sun.ac.za:10019.1%2F5190 https://search.frelip.org/Record/oai:scholar.sun.ac.za:10019.1%2F5190 Van der Merwe, Carel Johannes Thesis 2010 Van der Merwe, Carel Johannes 0 Transform analysis of affine jump diffusion processes with applications to asset pricing Wed, 10 Jun 2026 12:39:33 +0000 https://search.frelip.org/Record/oai:repository.up.ac.za:2263%2F25445 https://search.frelip.org/Record/oai:repository.up.ac.za:2263%2F25445 Thesis 2013 0 Portfolio risk measures and option pricing under a Hybrid Brownian motion model Wed, 10 Jun 2026 12:37:41 +0000 https://search.frelip.org/Record/oai:repository.up.ac.za:2263%2F64068 https://search.frelip.org/Record/oai:repository.up.ac.za:2263%2F64068 Thesis 2018 0 The Hurst parameter and option pricing with fractional Brownian motion Wed, 10 Jun 2026 12:37:21 +0000 https://search.frelip.org/Record/oai:repository.up.ac.za:2263%2F26521 https://search.frelip.org/Record/oai:repository.up.ac.za:2263%2F26521 Thesis 2013 0 Time-varying volatility models and indices : a GARCH option pricing approach Wed, 10 Jun 2026 12:36:37 +0000 https://search.frelip.org/Record/oai:repository.up.ac.za:2263%2F86347 https://search.frelip.org/Record/oai:repository.up.ac.za:2263%2F86347 Thesis 2022 0 Option pricing with physics-informed neutral networks (PINNS) Wed, 10 Jun 2026 12:33:23 +0000 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F40675 https://search.frelip.org/Record/oai:open.uct.ac.za:11427%2F40675 Zamxaka, Nichume Thesis 2024 Zamxaka, Nichume 0