J. Kienitz
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Person:2080135
Available identifiers
zbMath Open kienitz.jorgMaRDI QIDQ2080135
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 |
|---|---|---|
| Effective stochastic local volatility models | 2024-04-12 | Paper |
| Quantization methods for stochastic differential equations | 2022-10-07 | Paper |
| Effective Markovian projection: application to CMS spread options and mid-curve swaptions | 2022-05-27 | Paper |
| Effective stochastic volatility: applications to ZABR-type models | 2021-12-01 | Paper |
| Negative rates: new market practice | 2019-02-28 | Paper |
| PDE methods for SABR | 2019-02-28 | Paper |
| Recursive marginal quantization of higher-order schemes | 2018-11-14 | Paper |
Research outcomes over time
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