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 |
|---|---|---|
| Convergence of numerical methods for valuing path-dependent options using interpolation Review of Derivatives Research | 2003-12-04 | Paper |
| A finite volume approach for contingent claims valuation IMA Journal of Numerical Analysis | 2002-09-04 | Paper |
| A finite element approach to the pricing of discrete lookbacks with stochastic volatility Applied Mathematical Finance | 2002-09-04 | Paper |
| PDE methods for pricing barrier options Journal of Economic Dynamics and Control | 2000-10-26 | Paper |
| Penalty methods for American options with stochastic volatility Journal of Computational and Applied Mathematics | 1999-08-22 | Paper |
Research outcomes over time
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