Jan H. Maruhn

Available identifiers

zbMath Open maruhn.jan-hMaRDI QIDQ2272290

List of research outcomes

Publication	Date of Publication	Type
On the primal-dual algorithm for callable bermudan options	2013-08-07	Paper
Parameter identification in financial market models with a feasible point SQP algorithm	2012-06-19	Paper
Adjoint-based Monte Carlo calibration of financial methods	2010-04-22	Paper
A successive SDP-NSDP approach to a robust optimization problem in finance	2010-01-25	Paper
Robust static hedging of barrier options in stochastic volatility models	2009-12-11	Paper
Robust static super-replication of barrier options	2009-08-11	Paper
Duality in static hedging of barrier options	2009-05-12	Paper
Robust Static Super-Replication of Barrier Options in the Black-Scholes model	2007-09-24	Paper

Research outcomes over time

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