Philipp A. Mayer

Available identifiers

zbMath Open mayer.philipp-aMaRDI QIDQ2516766

List of research outcomes

Publication	Date of Publication	Type
2-Opt Moves and Flips for Area-optimal Polygonizations	2022-09-06	Paper
Pricing and Hedging of Lookback Options in Hyper-exponential Jump Diffusion Models	2018-09-05	Paper
Static hedging under maturity mismatch	2015-08-04	Paper
On the calibration of local jump-diffusion asset price models	2014-12-18	Paper
Introduction to Quantitative Methods for Financial Markets	2012-08-13	Paper
https://portal.mardi4nfdi.de/entity/Q3083192	2011-03-18	Paper
https://portal.mardi4nfdi.de/entity/Q3532978	2008-10-29	Paper
Identification of the local speed function in a Lévy model for option pricing	2008-08-05	Paper
General Lower Bounds for Arithmetic Asian Option Prices	2008-05-22	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Philipp A. Mayer