Marie Bernhart

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Person:2917440



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
Swing options valuation: a BSDE with constrained jumps approach
Springer Proceedings in Mathematics
2012-09-28Paper
A finite-dimensional approximation for pricing moving average options
SIAM Journal on Financial Mathematics
2012-04-19Paper


Research outcomes over time


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