Two Perspectives on Consistent Modelling of Option Markets
dc.contributor.author
Gambara, Matteo
dc.contributor.supervisor
Teichmann, Josef
dc.contributor.supervisor
Nadtochiy, Sergey
dc.date.accessioned
2024-07-03T06:40:23Z
dc.date.available
2024-07-01T07:26:41Z
dc.date.available
2024-07-02T17:37:54Z
dc.date.available
2024-07-03T06:40:23Z
dc.date.issued
2022
dc.identifier.uri
http://hdl.handle.net/20.500.11850/680847
dc.identifier.doi
10.3929/ethz-b-000680847
dc.format
application/pdf
en_US
dc.language.iso
en
en_US
dc.publisher
ETH Zurich
en_US
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
Consistent modelling
en_US
dc.subject
Deep calibration;
en_US
dc.subject
Deep hedging
en_US
dc.subject
Option pricing and hedging
en_US
dc.title
Two Perspectives on Consistent Modelling of Option Markets
en_US
dc.type
Doctoral Thesis
dc.rights.license
In Copyright - Non-Commercial Use Permitted
dc.date.published
2024-07-03
ethz.size
175 p.
en_US
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
en_US
ethz.identifier.diss
28442
en_US
ethz.publication.place
Zurich
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03845 - Teichmann, Josef / Teichmann, Josef
en_US
ethz.date.deposited
2024-07-01T07:26:42Z
ethz.source
FORM
ethz.eth
yes
en_US
ethz.availability
Open access
en_US
ethz.rosetta.installDate
2024-07-03T06:40:25Z
ethz.rosetta.lastUpdated
2024-07-03T06:40:25Z
ethz.rosetta.versionExported
true
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Publication type
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Doctoral Thesis [29990]