Two Perspectives on Consistent Modelling of Option Markets
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Author / Producer
Date
2022
Publication Type
Doctoral Thesis
ETH Bibliography
yes
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Publication status
published
External links
Editor
Contributors
Examiner : Teichmann, Josef
Examiner : Nadtochiy, Sergey
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Journal / series
Volume
Pages / Article No.
Publisher
ETH Zurich
Event
Edition / version
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Date collected
Date created
Subject
Consistent modelling; Deep calibration;; Deep hedging; Option pricing and hedging
Organisational unit
03845 - Teichmann, Josef / Teichmann, Josef