Pascal Heider

Available identifiers

Publication	Date of Publication	Type
Moving Least Squares for Arbitrage-Free Price and Volatility Surfaces	2014-09-29	Paper
An analytical formula for pricing \(m\)-th to default swaps	2014-08-05	Paper
Numerical methods to quantify the model risk of basket default swaps	2014-06-06	Paper
Optimization of scattering resonances	2013-10-25	Paper
AN IMPLIED VOLATILITY MODEL DETERMINED BY CREDIT DEFAULT SWAPS	2013-01-16	Paper
Arbitrage-free approximation of call price surfaces and input data risk	2012-06-25	Paper
Computation of scattering resonances for dielectric resonators	2010-12-27	Paper
https://portal.mardi4nfdi.de/entity/Q3585557	2010-08-20	Paper
Numerical Methods for Non-Linear Black–Scholes Equations	2010-05-27	Paper
A second-order Nyström-type discretization for the early-exercise curve of American put options	2009-06-29	Paper
A local least-squares method for solving nonlinear partial differential equations of second order	2009-02-09	Paper
RATING THE PERFORMANCE OF SHOOTING METHODS FOR THE COMPUTATION OF PERIODIC ORBITS	2006-08-21	Paper

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