Peter Jäckel

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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
Strike from volatility and delta-with-premium
Quantitative Finance
2020-12-07Paper
Fast strong approximation Monte Carlo schemes for stochastic volatility models
Quantitative Finance
2007-05-09Paper
A numerical and experimental study of codimension–2 points in a parametrically excited double pendulum
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences
2000-01-27Paper


Research outcomes over time


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