Searched for: author%3A%22Zhang%2C+B.%22
(1 - 1 of 1)
document
Zhang, B. (author)
In the financial world, two tasks are of prime importance: model calibration and portfolio hedging. For both tasks, efficient option pricing is necessary, particularly for the calibration where many options with different strike prices and different maturities need to be priced at the same time. Therefore, a fast yet accurate pricing method is a...
doctoral thesis 2012