Anthonie W. van der Stoep
From MaRDI portal
Person:2941061
Available identifiers
zbMath Open van-der-stoep.anthonie-wMaRDI QIDQ2941061
List of research outcomes
| Publication | Date of Publication | Type |
|---|---|---|
| COLLOCATING VOLATILITY: A COMPETITIVE ALTERNATIVE TO STOCHASTIC LOCAL VOLATILITY MODELS | 2021-01-29 | Paper |
| A novel Monte Carlo approach to hybrid local volatility models | 2018-11-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3195637 | 2015-10-20 | Paper |
| THE HESTON STOCHASTIC-LOCAL VOLATILITY MODEL: EFFICIENT MONTE CARLO SIMULATION | 2015-01-21 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Anthonie W. van der Stoep
