(Number next to the link is the presentation order.)
- Project-bdh456: 11 (Thurs), BSM implied volatility (Jackel 2016)
- Project-choichoi: 9 (Thurs), Normal implied volatility (Le Floc'h 2016)
- Project-project_team_tgw: 6 (Mon), Normal implied volatility (Choi 2007)
- Project-team-666-plus: 12 (Thurs), Efficient first guess for SABR calibrations Le Floc’h and Kennedy, 2014 (see also here)
- Project-team_0001: 10 (Thurs), Basket/Spread option pricing from an improved analytic normal model approach
- Project-team_07_heston_model: 3 (Mon), Heston model
- Project-team_222: 4 (Mon), SABR model by (Kennedy, 2011)
- Project-team_911_project: 1 (Mon), Option pricing by CEV nodel
- Project-team_asap: 5 (Mon), Basket option pricing by Levy's log-normal moment matching
- Project-team_ccch: 8 (Thurs), Analytic methods for spread options (Li, Kirk's approximation)
- Project-team_djz_: 13 (Thurs), Sum of all BSM models (Choi, 2017)
- Project-team_eddie: 7 (Mon), Basket option procing by Ju's Taylor expansion
- Project-team_final-project: 2 (Mon), Analytic methods for spread options (Li, Kirk's approximation)
- Project-team_zxc: 14 (Thurs), Analytic approximation of normal implied volatility (Le Floc'h 2016)