Robert Buff

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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
WORST-CASE SCENARIOS FOR AMERICAN OPTIONS
International Journal of Theoretical and Applied Finance
2008-09-03Paper
WEIGHTED MONTE CARLO: A NEW TECHNIQUE FOR CALIBRATING ASSET-PRICING MODELS
International Journal of Theoretical and Applied Finance
2008-09-03Paper
Combinatorial implications of nonlinear uncertain volatility models: the case of barrier options
Applied Mathematical Finance
2002-09-04Paper
scientific article; zbMATH DE number 1440968 (Why is no real title available?)2002-07-22Paper
Uncertain volatility models -- theory and application
Springer Finance
2002-06-27Paper
Weighted Monte Carlo: A new technique for calibrating asset-pricing models2002-01-13Paper


Research outcomes over time


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