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 |
|---|---|---|
| Filter-based portfolio strategies in an HMM setting with varying correlation parametrizations Applied Stochastic Models in Business and Industry | 2024-07-23 | Paper |
| Computation of the Delta of European options under stochastic volatility models Computational Management Science | 2018-11-07 | Paper |
| Joining the Heston and a three-factor short rate model: a closed-form approach International Journal of Theoretical and Applied Finance | 2016-02-03 | Paper |
Research outcomes over time
This page was built for person: Tilman Sayer
