Approximation and Calibration of Stochastic Processes in Finance
This thesis is a study of approximation and calibration of stochastic processes with applications in finance. It consists of an introduction and four research papers. The introduction is as an overview of the role of mathematics incertain areas of finance. It contains a brief introduction to the mat...
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| Format: | Doctoral Thesis |
| Language: | English |
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KTH, Matematik (Avd.)
2010
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-25090 http://nbn-resolving.de/urn:isbn:978-91-7415-741-3 |