[PDF] 2024 Marc Parker (ETH Zurich)
[PDF] 2023 Martin Weirich: Fokker-Planck calibration of one-factor stochastic local volatility
[PDF] 2023 Jeroen Nelis: Detecting and repairing arbitrage: from European to American options
[PDF] 2023 Ranitea Gobrait: Simulating implied volatility surfaces using GANs
[PDF] 2023 Matteo Combet: Overnight VIX Futures returns forecast using ML
[PDF] 2022 Etienne Wallerich: Arbitrage detection with quantum annealing
[PDF] 2022 Peiyu Xiong: Controlling neural networks with asymptotics
[PDF] 2022 James Leach: Dividend modelling and the particle method
[PDF] 2022 Bassam Sinan: Deep hedging of Autocallables with rough Bergomi
[PDF] 2021 Xiaofu Tang: Use of kernel methods for dynamic hedging incomplete markets
[PDF] 2021 Thomas Huckle: Option portfolio optimisation
[PDF] 2021 Andrew Alden: NLP for financial chat message classification
[PDF] 2020 Pierre-Alexis Corpechot: Joint S&P 500/VIX smile calibration problem with rough volatility
[PDF] 2020 Qingxin Geng: Dynamically controlled kernel estimation for XVA pricing and options replication
[PDF] 2019 Tara Aghajani: Solving high-dimensional non-linear PDE using deep learning
[PDF] 2019 Majd Agoumi: Hedging Dividend Futures
[PDF] 2019 Ghada Hamieh: LIBOR Discontinuation
[PDF] 2019 Thomas Leygonie: Reinforcement learning for derivatives pricing and uncertain volatility model
[PDF] 2018 Turker Temel: Rough stochastic volatility and applications of the rough Bergomi model
[PDF] 2017 Inass El Harrak: Importance sampling for Economic Capital
[PDF] 2017 Fei Wang: Forward variance dynamics: Bergomi model and Cliquet options