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

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