Pricing European and Barrier options under SABR model via trigonometric expansion
Victor Veenman
Supervisor TU Delft: Fang Fang
Supervisor FF Quant: Xiaoyu Shen
start of the project: November 2023
The Master project has been finished in October 2024
by the completion of the
Masters Thesis
and a final
presentation
has been given.
For working address etc. we refer to our
alumnipage.
Summary of the master project:
Description
Contact information:
Kees
Vuik
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