Christoph Wöster

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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
An efficient algorithm for pricing barrier options in arbitrage-free binomial models with calibrated drift terms
Quantitative Finance
2010-06-16Paper


Research outcomes over time


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