Essays in Financial Engineering
This thesis consists of three essays in financial engineering. In particular we study problems in option pricing, stochastic control and risk management. In the first essay, we develop an accurate and efficient pricing approach for options on leveraged ETFs (LETFs). Our approach allows us to p...
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| Language: | English |
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2014
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| Online Access: | https://doi.org/10.7916/D80K26R0 |