Thesis on options

Hello,

I'm an MSc applied mathematics student looking for firms who could use some of my knowledge. I'm writing my thesis on a state of the art method (paper released march 2019) to calculate option prices. This method uses special tensor decompositions to make the option pricing calculations go faster. So the emphasis is definitely on speed.

So my question is: what firms would be most interested in something like this? I'm thinking about firms participating in options arbitrage? Who does this (in Europe)?

Thanks!

1 Comments
 

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