Johannes Stolte
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Person:2794726
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 |
|---|---|---|
| Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications Journal of Applied Probability | 2016-03-11 | Paper |
| Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications Journal of Applied Probability | 2016-03-11 | Paper |
| Fast computation of vanilla prices in time-changed models and implied volatilities using rational approximations International Journal of Theoretical and Applied Finance | 2012-08-30 | Paper |
Research outcomes over time
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