Derivation of characteristic functions for the purpose of pricing barrier options under the SABR model
Teun Wever

Supervisor TU Delft: Fang Fang

start of the project: February 2022

The Master project has been finished in March 2023 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:

Contact information: Kees Vuik

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