Results for keyword: 'pricing of derivatives'

Expert Image Dr Arne Lokka
Department of Mathematics
Experience keywords: Levy processes, Malliavin calculus, disorder detection, hedging of derivatives, optimal stopping, pricing of derivatives, stochastic analysis

Expert Image Dr Luitgard A. M. Veraart
Department of Mathematics
Experience keywords: financial mathematics, modelling of energy markets, optimal investment problems, pricing of derivatives, risk management in financial markets, statistics in finance, stochastic volatility models, systemic risk

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