K. Wouterloot

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!

PublicationDate of PublicationType
Pricing step options under the CEV and other solvable diffusion models
International Journal of Theoretical and Applied Finance
2013-10-21Paper
Exact simulation of occupation times
Springer Proceedings in Mathematics & Statistics
2013-07-31Paper


Research outcomes over time


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