Pricing Some Path-Dependent Discretely Sampled Options Using a Partial Differential Equation Approach

Pricing Some Path-Dependent Discretely Sampled Options Using a Partial Differential Equation Approach 2003 Abstract Using a partial differential equation approach we in this thesis develop a method for the pricing of…
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A Quantitative Risk Optimization of Markowitz Model An Empirical Investigation on Swedish Large Cap List

A Quantitative Risk Optimization of Markowitz Model An Empirical Investigation on Swedish Large Cap List Abstract This paper is an empirical study on Harry Markowitz work on Modern Portfolio Theory.…
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