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 |
|---|---|---|
| Pricing and hedging barrier options in a hyper-exponential additive model International Journal of Theoretical and Applied Finance | 2010-09-16 | Paper |
| A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes Quantitative Finance | 2010-08-05 | Paper |
| Modeling stock pinning Quantitative Finance | 2009-02-23 | Paper |
Research outcomes over time
This page was built for person: Marc Jeannin
