Nico Achtsis

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Person:2873130



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
Conditional sampling for barrier option pricing under the Heston model
Springer Proceedings in Mathematics & Statistics
2014-10-31Paper
Conditional sampling for barrier option pricing under the Heston model
Springer Proceedings in Mathematics & Statistics
2014-10-31Paper
Conditional sampling for barrier option pricing under the LT method
SIAM Journal on Financial Mathematics
2014-01-23Paper
A component-by-component construction for the trigonometric degree
Springer Proceedings in Mathematics & Statistics
2013-07-31Paper


Research outcomes over time


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