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Mathematical Sciences
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Exotic options
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Levy asset dynamics
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Levy processes
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Monte Carlo methods
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Multi-asset
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Option pricing
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network modeling
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quasi-clique
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random graph models
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social network analysis
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Ouwehand, Peter
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Botha, Leendert W.
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Dushimimana, Jean Claude
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Kroon, R. S.
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Mbakwe, Chidnima
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University of Stellenbosch. Faculty of Science. Dept. of Mathematical Sciences.
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Stellenbosch University. Faculty of Science. Dept. of Mathematical Sciences.
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Modeling online social networks using Quasi-clique communities
Botha, Leendert W.
-
2011
Thesis (MSc (
Mathematical
Sciences
))--Stellenbosch University, 2011 …
Persistent link: https://www.econbiz.de/10009429593
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2
Pricing multi-asset options with levy copulas
Dushimimana, Jean Claude
-
2011
Thesis (MSc (
Mathematical
Sciences
))--University of Stellenbosch, 2011. …
Persistent link: https://www.econbiz.de/10009429598
Saved in:
3
Model risk for barrier options when priced under different lévy dynamics
Mbakwe, Chidnima
-
2011
Thesis (MSc (
Mathematical
Sciences
))--University of Stellenbosch, 2011. …
Persistent link: https://www.econbiz.de/10009429599
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