J. H. M. Anderluh
From MaRDI portal
Person:964671
Available identifiers
zbMath Open anderluh.j-h-mMaRDI QIDQ964671
List of research outcomes
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Publication | Date of Publication | Type |
---|---|---|
ALGORITHMIC COUNTERPARTY CREDIT EXPOSURE FOR MULTI-ASSET BERMUDAN OPTIONS | 2015-04-15 | Paper |
Double-sided Parisian option pricing | 2010-04-22 | Paper |
Research outcomes over time
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