Numerical methods for model-free pricing in finance, optimal transport, and cyber risk management
This thesis presents results from five projects that I have worked on with my collaborators throughout my PhD. The thesis is divided into three parts. Part 1 of the thesis deals with the computation of model-free price bounds of financial derivatives and presents the numerical methods we have develo...
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| Format: | Thesis-Doctor of Philosophy |
| Language: | English |
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Nanyang Technological University
2023
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| Online Access: | https://hdl.handle.net/10356/172791 |
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| Institution: | Nanyang Technological University |
| Language: | English |