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Analytical Approximation of Contingent Claims
Karl Larsson
Department of Economics
Research output
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Thesis
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Doctoral Thesis (compilation)
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Dive into the research topics of 'Analytical Approximation of Contingent Claims'. Together they form a unique fingerprint.
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Mathematics
Approximation
100%
Contingent Claim
100%
Stochastic Volatility Model
23%
Calculate
17%
Option Price
11%
Implied Volatility
11%
Numerical Analysis
5%
Coincides
5%
Direction
5%
Gaussian Distribution
5%
Model Dynamic
5%
Malliavin Calculus
5%
Option Pricing
5%
Monte Carlo Study
5%
Economics, Econometrics and Finance
Volatility
80%
Option Trading
30%
Monte Carlo Simulation
10%
Pricing
10%
Factor Model
10%