Hans van der Weide

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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!

PublicationDate of PublicationType
An approximation method for computing the expected value of max-affine expressions
European Journal of Control
2018-08-21Paper
A low-bias simulation scheme for the SABR stochastic volatility model
International Journal of Theoretical and Applied Finance
2012-05-07Paper
scientific article; zbMATH DE number 5657685 (Why is no real title available?)2010-01-13Paper
Computational Science - ICCS 2004
Lecture Notes in Computer Science
2005-12-23Paper
scientific article; zbMATH DE number 1090469 (Why is no real title available?)1998-05-21Paper


Research outcomes over time


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