Johannes Gerer
From MaRDI portal
Person:1621615
Available identifiers
zbMath Open gerer.johannesMaRDI QIDQ1621615
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
Time consistent pricing of options with embedded decisions | 2020-05-13 | Paper |
Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions | 2018-11-09 | Paper |
A NOTE ON UTILITY INDIFFERENCE PRICING | 2016-10-24 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
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MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Johannes Gerer