Mikec, Luka (Date of defense: 2021-04-30)
In the central part of this thesis we study for different interpretability logics the following aspects: completeness for modal semantics, decidability and algorithmic complexity. In particular, we ...
Merino Fernández, Raúl (Date of defense: 2021-04-29)
In this thesis, an option price decomposition for local and stochastic volatility jump diffusion models is studied. On the one hand, we generalise and extend the Alòs decomposition to be used in a wide ...