J. H. M. Anderluh

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Person:964671

Available identifiers

zbMath Open anderluh.j-h-mMaRDI QIDQ964671

List of research outcomes





PublicationDate of PublicationType
ALGORITHMIC COUNTERPARTY CREDIT EXPOSURE FOR MULTI-ASSET BERMUDAN OPTIONS2015-04-15Paper
Double-sided Parisian option pricing2010-04-22Paper

Research outcomes over time

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