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Finance / Investment / Black–Scholes / Stochastic volatility / Heston model / Volatility / Barrier option / Exotic option / Timer Call / Mathematical finance / Financial economics / Options


Pricing and Hedging Exotic Options in Stochastic Volatility Models Zhanyu Chen Supervised by Prof. Thorsten Rheinl¨ander, Dr. Angelos Dassios The London School of Economics and Political Science
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Document Date: 2014-03-18 08:31:34

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Vienna University of Technology / /

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analytical solutions / /

Organization

London School of Economics / Vienna University of Technology / /

Person

Carr / Lee / Kaokao / Bowie / Ading Hu / Yang Yan / Angelos Dassios / Jiawei Lim / Kostas Kardaras / Pauline Barrieu / Erik Baurdoux / Ian Marshall / Elisa Al`os / Umut Cetin / Youhong Chen / Peidong Huang / Chi Huang / Thorsten Rheinl¨ander / Mihail Zervos / Hao Xing / Qunhui Zhang / /

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Position

author / Heston model / RT / General / /

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D / /

ProvinceOrState

Vermont / /

Technology

Simulation / /

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