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: C.W. Oosterlee (EWI).

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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.