Research

Msc thesis

• Local volatility models with stochastic interest rates. Zarhali, O.(2019)
  Master thesis pdf Slides pdf

Technical reports

• Stochastic local volatility models. Zarhali, O. (2019)
  pdf

• Multiscale Orenstein Uhlenbeck model. Zarhali, O. (2019)
  pdf

• Credit spread curve construction methods . Zarhali, O. (2019)
  pdf