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 |
|---|---|---|
| Standard approaches to asset & liability risk** Scandinavian Actuarial Journal | 2007-12-16 | Paper |
| ON THE ERROR IN THE MONTE CARLO PRICING OF SOME FAMILIAR EUROPEAN PATH-DEPENDENT OPTIONS Mathematical Finance | 2006-02-08 | Paper |
| The moment problem for some Wiener functionals: corrections to previous proofs (with an appendix by H. L. Pedersen) Journal of Applied Probability | 2006-01-26 | Paper |
| Pricing Discrete European Barrier Options Using Lattice Random Walks Mathematical Finance | 2004-10-28 | Paper |
| Geometric bounds on certain sublinear functionals of geometric Brownian motion Journal of Applied Probability | 2004-09-27 | Paper |
| Extension of the corrected barrier approximation by Broadie, Glasserman, and Kou Finance and Stochastics | 2004-03-16 | Paper |
| A probabilistic interpretation of the \(\theta\)-method. Statistics & Probability Letters | 2004-02-14 | Paper |
Research outcomes over time
This page was built for person: Per Hörfelt
