Thesis defence A.W. van der Stoep: pricing and calibration
26 March 2019 12:30 - Location: Aula, TU Delft - By: webredactie
Pricing and Calibration with Stochastic Local Volatility in a Monte Carlo Setting. Promotor: Prof.dr.ir. C.W. Oosterlee (EWI).
For access to theses by the PhD students you can have a look in TU Delft Repository, the digital storage of publications of TU Delft. Theses will be available within a few weeks after the actual thesis defence.