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Some of the material in is restricted to members of the community. By logging in, you may be able to gain additional access to certain collections or items. If you have questions about access or logging in, please use the form on the Contact Page.
A lot of attention has been paid to the stochastic volatility model where the volatility is randomly fluctuating driven by an additional Brownian motion. In our work, we change the mean level in the mean-reverting process from a constant...
I study 3-manifold theory, which is a fascinating research area in topology. Many new ideas and techniques were introduced during these years, which makes it an active and fast developing subject. It is one of the most fruitful branches...
The standard Lucas asset pricing model makes two common assumptions of homogeneous agents and rational expectations equilibrium. However, these assumptions are unrealistic for real financial markets. In this work, we relax these...
Option pricing by the Fourier method has been popular for the past decade, many of its applications to Lévy processes has been applied especially for European options. This thesis focuses on exponential convergence Fourier method and its...
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