Pascal Heider

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
Moving least squares for arbitrage-free price and volatility surfaces Topics in Numerical Methods for Finance	2014-09-29	Paper
An analytical formula for pricing \(m\)-th to default swaps Journal of Applied Mathematics and Computing	2014-08-05	Paper
Numerical methods to quantify the model risk of basket default swaps Journal of Computational and Applied Mathematics	2014-06-06	Paper
Optimization of scattering resonances Structural and Multidisciplinary Optimization	2013-10-25	Paper
An implied volatility model determined by credit default swaps International Journal of Theoretical and Applied Finance	2013-01-16	Paper
Arbitrage-free approximation of call price surfaces and input data risk Quantitative Finance	2012-06-25	Paper
Computation of scattering resonances for dielectric resonators Computers & Mathematics with Applications	2010-12-27	Paper
Numerical procedures for the solution of the transmission problem in special billards and their application to the construction of quantum cascade lasers.	2010-08-20	Paper
Numerical methods for non-linear Black-Scholes equations Applied Mathematical Finance	2010-05-27	Paper
A second-order Nyström-type discretization for the early-exercise curve of American put options International Journal of Computer Mathematics	2009-06-29	Paper
A local least-squares method for solving nonlinear partial differential equations of second order Numerische Mathematik	2009-02-09	Paper
RATING THE PERFORMANCE OF SHOOTING METHODS FOR THE COMPUTATION OF PERIODIC ORBITS International Journal of Bifurcation and Chaos in Applied Sciences and Engineering	2006-08-21	Paper

Research outcomes over time

This page was built for person: Pascal Heider