The following pages link to Pascal Heider (Q373975):
Displayed 13 items.
- Optimization of scattering resonances (Q373977) (← links)
- (Q614344) (redirect page) (← links)
- Computation of scattering resonances for dielectric resonators (Q614345) (← links)
- A local least-squares method for solving nonlinear partial differential equations of second order (Q998644) (← links)
- Numerical methods to quantify the model risk of basket default swaps (Q2453103) (← links)
- An analytical formula for pricing \(m\)-th to default swaps (Q2511144) (← links)
- Arbitrage-free approximation of call price surfaces and input data risk (Q2893075) (← links)
- Moving Least Squares for Arbitrage-Free Price and Volatility Surfaces (Q2920949) (← links)
- Numerical Methods for Non-Linear Black–Scholes Equations (Q3565099) (← links)
- (Q3585557) (← links)
- A second-order Nyström-type discretization for the early-exercise curve of American put options (Q3636734) (← links)
- AN IMPLIED VOLATILITY MODEL DETERMINED BY CREDIT DEFAULT SWAPS (Q4902545) (← links)
- RATING THE PERFORMANCE OF SHOOTING METHODS FOR THE COMPUTATION OF PERIODIC ORBITS (Q5484850) (← links)