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:
Description
Contact information:
Kees
Vuik
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