Algorithmic optimization and its application in finance

vorgelegt von Kujtim Avdiu ; Betreuer: Stefan Mittnik

Year of publication:	2021
Authors:	Avdiu, Kujtim
Other Persons:	Mittnik, Stefan (degree supervisor)
Publisher:	München : Universitätsbibliothek der Ludwig-Maximilians-Universität
Subject:	Market Liquidity \| Heston model \| Geometric Brownian motion \| Calibration \| Optimization techniques \| Compound Poisson process \| Inverse transformation sampling \| Pricing \| Structured products \| ETF tracking \| Fuel price \| Fuel consumption \| Inflation \| American call option \| Binomial option pricing \| Optionspreistheorie \| Option pricing theory \| Stochastischer Prozess \| Stochastic process \| Derivat \| Derivative \| Marktliquidität \| Market liquidity \| Volatilität \| Volatility

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