Klaus Schmitz Abe

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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!

PublicationDate of PublicationType
Pricing exotic options using MSL-MC
Quantitative Finance
2013-12-13Paper
Pricing Exotic Options Using Strong Convergence Properties
Progress in Industrial Mathematics at ECMI 2006
2009-03-31Paper
Measure order of convergence without an exact solution, Euler vs Milstein scheme2006-02-21Paper


Research outcomes over time


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