Bjorn Eriksson

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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
American Option Valuation under Continuous-Time Markov Chains
Advances in Applied Probability
2015-07-15Paper
Method of moments approach to pricing double barrier contracts in polynomial jump-diffusion models
International Journal of Theoretical and Applied Finance
2011-12-28Paper


Research outcomes over time


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