Investigation on the efficient frontier based on CVaR under copula dependence structure with applications to South African JSE stocks by Damaseb, W B

Other Authors: “…Ouwehand, P…”
Get full text

Pricing and hedging asian options using Monte Carlo and integral transform techniques by Chibawara, Trust

Other Authors: “…Ouwehand, P. W.…”
Get full text

Fourier methods for pricing early-exercise options under levy dynamics by Fadina, Tolulope Rhoda

Other Authors: “…Ouwehand, P. W.…”
Get full text

American Monte Carlo option pricing under pure jump levy models by West, Lydia

Other Authors: “…Ouwehand, P. W.…”
Get full text

Heath–Jarrow–Morton models with jumps by Alfeus, Mesias

Other Authors: “…Ouwehand, P. W.…”
Get full text