Barbara Götz
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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!
| Publication | Date of Publication | Type |
|---|---|---|
| Principal component models with stochastic mean-reverting levels. Pricing and covariance surface improvements Applied Stochastic Models in Business and Industry | 2019-02-08 | Paper |
| Stochastic correlation and volatility mean-reversion -- empirical motivation and derivatives pricing via perturbation theory Applied Mathematical Finance | 2018-09-12 | Paper |
| Closed-form pricing of two-asset barrier options with stochastic covariance Applied Mathematical Finance | 2018-09-11 | Paper |
| Two asset-barrier option under stochastic volatility Applied Mathematical Finance | 2018-04-06 | Paper |
| Pricing two-asset barrier options under stochastic correlation via perturbation International Journal of Theoretical and Applied Finance | 2015-06-29 | Paper |
| Pricing a CDO on stochastically correlated underlyings Quantitative Finance | 2010-04-23 | Paper |
| Pricing of spread options on stochastically correlated underlyings The Journal of Computational Finance | 2009-11-10 | Paper |
Research outcomes over time
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