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volatility models is the determination of this local volatility function by calibration using observed market prices. More precisely, this thesis presents an approach to construct a function or surface by calibration.
In this thesis we try to investigate the implementation of a Stochastic Local Volatility (SLV) model, using the Alternate Direction Implicit scheme (ADI), on different High Performance Computing (HPC) platforms, such as CUDA and OpenMP. Abstract In this thesis we develop and test a new method for interpolating and extrapo-lating prices of European options.
The theoretical base originates from the local. FACULTY OF SCIENCE U N I V E R S I T Y O F C O P E N H A G E N MASTER THESIS Lykke Rasmussen Calibrating the local volatility model - .Download