Browsing NTNU Open by Author "Dahl, Lars Oswald"
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Numerical analysis and stochastic modeling in mathematical finance
Dahl, Lars Oswald (Dr. ingeniøravhandling, 0809-103X; 2002:96, Doctoral thesis, 2002)The main goal of this thesis has been to study and develop faster and more accurate methods for pricing and hedging exotic options. This has involved work on models describing prices and hedges as well as the stochastics ...