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 |
|---|---|---|
| 2-opt moves and flips for area-optimal polygonizations ACM Journal of Experimental Algorithmics | 2022-09-06 | Paper |
| Pricing and hedging of lookback options in hyper-exponential jump diffusion models Applied Mathematical Finance | 2018-09-05 | Paper |
| Static hedging under maturity mismatch Finance and Stochastics | 2015-08-04 | Paper |
| On the calibration of local jump-diffusion asset price models Finance and Stochastics | 2014-12-18 | Paper |
| Introduction to Quantitative Methods for Financial Markets Compact Textbooks in Mathematics | 2012-08-13 | Paper |
| scientific article; zbMATH DE number 5868119 (Why is no real title available?) | 2011-03-18 | Paper |
| scientific article; zbMATH DE number 5358926 (Why is no real title available?) | 2008-10-29 | Paper |
| Identification of the local speed function in a Lévy model for option pricing Journal of Integral Equations and Applications | 2008-08-05 | Paper |
| General Lower Bounds for Arithmetic Asian Option Prices Applied Mathematical Finance | 2008-05-22 | Paper |
Research outcomes over time
This page was built for person: Philipp A. Mayer
