Barbara Götz

Available identifiers

zbMath Open gotz.barbaraMaRDI QIDQ3557567

List of research outcomes

Publication	Date of Publication	Type
Principal component models with stochastic mean‐reverting levels. Pricing and covariance surface improvements	2019-02-08	Paper
Stochastic Correlation and Volatility Mean-reversion– Empirical Motivation and Derivatives Pricing via Perturbation Theory	2018-09-12	Paper
Closed-Form Pricing of Two-Asset Barrier Options with Stochastic Covariance	2018-09-11	Paper
Two asset-barrier option under stochastic volatility	2018-04-06	Paper
PRICING TWO-ASSET BARRIER OPTIONS UNDER STOCHASTIC CORRELATION VIA PERTURBATION	2015-06-29	Paper
Pricing a CDO on stochastically correlated underlyings	2010-04-23	Paper
Pricing of spread options on stochastically correlated underlyings	2009-11-10	Paper

Research outcomes over time

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