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 |
|---|---|---|
| Almost-Exact Simulation Scheme for Heston-type Models: Bermudan and American Option Pricing (available as arXiv preprint) | 2025-01-01 | Paper |
| Valuation and optimal strategies for American options under a Markovian regime-switching model Springer Proceedings in Mathematics & Statistics | 2024-03-16 | Paper |
Research outcomes over time
This page was built for person: Marko Dimitrov
