Conall O'Sullivan
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Pricing European and American options in the Heston model with accelerated explicit finite differencing methods International Journal of Theoretical and Applied Finance | 2013-07-24 | Paper |
| On the acceleration of explicit finite difference methods for option pricing Quantitative Finance | 2013-06-27 | Paper |
| Parameter uncertainty in Kalman-Filter estimation of the CIR term-structure model | 2008-07-29 | Paper |
Research outcomes over time
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