J. Kienitz
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Person:2080135
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 Quantitative Finance | 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 Quantitative Finance | 2022-05-27 | Paper |
| Effective stochastic volatility: applications to ZABR-type models Quantitative Finance | 2021-12-01 | Paper |
| Negative rates: new market practice Novel Methods in Computational Finance | 2019-02-28 | Paper |
| PDE methods for SABR Novel Methods in Computational Finance | 2019-02-28 | Paper |
| Recursive marginal quantization of higher-order schemes Quantitative Finance | 2018-11-14 | Paper |
Research outcomes over time
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