ETH E-Collection · ETH Institutional Repository

1. Fast deterministic pricing of options on Lévy driven assets

Matache, A.-M. (Ana-Maria), von Petersdorff, T. and Schwab, C. (2002)

Reports

2. Monte Carlo methods for the valuation of multiple exercise options

Meinshausen, Nicolai and Hambly, B.M. (2002)

Reports

3. Existenz von Preisgleichgewichten und Verhalten der Investoren bei nichtlinearen Risikoallokationen

Chevallier, Eric (1994)

Doctoral and Habilitation Theses

4. Hedging of options in a general semimartingale model

Schweizer, Martin (1988)

Doctoral and Habilitation Theses

5. Regularizing fractional Brownian motion with a view towards stock price modelling

Cheridito, Patrick (2001)

Doctoral and Habilitation Theses

6. Arbitrage-free market models for liquid options

Wissel, Johannes Stefan (2008)

Doctoral and Habilitation Theses

7. Stabilized wavelet methods for option pricing in high dimensional stochastic volatility models

Hilber, Norbert Werner (2009)

Doctoral and Habilitation Theses

8. Wavelet Galerkin schemes for option pricing in multidimensional Lévy models

Winter, Christoph (2009)

Doctoral and Habilitation Theses