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Artificial Intelligence for Option Pricing
(2022-06-19)
This thesis addresses the issue of vulnerable underlying assumptions used in option
pricing methodology. More precisely; underlying assumptions made on the financial
assets and markets make option pricing theory vulnerable ...
Investigation of portfolio strategies by means of simulation
(2022-07-01)
Portfolio insurance strategies are constructed to limit an investors loss but still reward
them when the market goes up. In this thesis we compare two portfolio insurance
strategies, Constant proportion portfolio insurance ...