Damiaan Lemmens
From MaRDI portal
Person:300170
Available identifiers
zbMath Open lemmens.damiaanMaRDI QIDQ300170
List of research outcomes
| Publication | Date of Publication | Type |
|---|---|---|
| Determining and benchmarking risk neutral distributions implied from option prices | 2016-06-23 | Paper |
| Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model | 2011-01-04 | 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: Damiaan Lemmens
