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 |
|---|---|---|
| A summary on pricing American call options under the assumption of a lognormal framework in the Korn-Rogers model Bulletin of the Malaysian Mathematical Sciences Society. Second Series | 2012-06-04 | Paper |
| scientific article; zbMATH DE number 5864889 (Why is no real title available?) | 2011-03-10 | Paper |
| On the pricing of forward starting options in Heston's model on stochastic volatility Finance and Stochastics | 2006-05-24 | Paper |
| Parabolic differential equations with unbounded coefficients -- A generalization of the parametrix method Acta Applicandae Mathematicae | 2003-03-16 | Paper |
| scientific article; zbMATH DE number 1779812 (Why is no real title available?) | 2003-02-01 | Paper |
| A generalized parametrix method, smoothness of random fields and applications to parabolic stochastic partial differential equations | 2001-12-13 | Paper |
Research outcomes over time
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