Gero Junike

From MaRDI portal
Person:2000690

Available identifiers

zbMath Open junike.geroMaRDI QIDQ2000690

List of research outcomes





PublicationDate of PublicationType
Profit and loss attribution: an empirical study2024-12-05Paper
Cost-efficient payoffs under model ambiguity2024-10-16Paper
On the number of terms in the COS method for European option pricing2024-04-29Paper
Performance of advanced stock price models when it becomes exotic: an empirical study2023-04-27Paper
Precise option pricing by the COS method -- how to choose the truncation range2022-03-04Paper
Representation of concave distortions and applications2019-11-06Paper
Implied liquidity risk premia in option markets2019-06-28Paper

Research outcomes over time

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