Pricing options under Merton jump-diffusion dynamics with deep-learning
based numerical methods
Yufan Zhou
Supervisors TU Delft: Shuaiqiang Liu and Cornelis Vuik
start of the project: December 2025
The Master project has been finished in September 2026
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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