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Title: Pricing and hedging Asian options under Levy processes and robust long-term investing with learning about stock returns
Date: 2018
Author(s): Ryerson University (Degree granting institution), Na, Andrew (Author)
Subject(s): Levy processes, Options (Finance) -- Prices -- Mathematical models, Risk management, Financial futures
Program: Applied Mathematics
Degree: Master of Science

Title: Hedging options with an illiquid underlying and non-probabilistic option pricing in practice
Date: 2016
Author(s): Ryerson University (Degree granting institution), Nicholls, Nolan (Author), Ferrando, Sebastian (Degree supervisor), Rubtsov, Alexey (Degree supervisor)
Subject(s): Hedging (Finance) -- Mathematical models, Options (Finance) -- Prices -- Mathematical models, Arbitrage -- Mathematical models
Program: Applied Mathematics
Degree: Master of Science

Title: Pricing and hedging tools for spread option contracts
Date: 2014
Author(s): Klyueva, Ekaterina (Author), Ryerson University (Degree granting institution)
Subject(s): Options (Finance) -- Prices -- Mathematical models, Hedging (Finance) -- Mathematical models, Finance -- Mathematical models
Program: Applied Mathematics
Degree: Master of Applied Science

Title: A quadrinomial lattice model that incorporates skewness and kurtosis
Date: 2009
Author(s): Patel, Nikulbhai (Author), Ismail, Mohamed Wahab Mohamed (Thesis advisor), Ryerson University (Degree granting institution)
Subject(s): Financial engineering -- Mathematics, Options (Finance) -- Prices -- Mathematical models, Lattice theory, Distributive lattices
Program: Immigration and Settlement Studies
Degree: Master of Engineering