Artur Sepp

Available identifiers

zbMath Open sepp.arturMaRDI QIDQ660050

List of research outcomes

Publication	Date of Publication	Type
Blockchain and Distributed Ledgers: Mathematics, Technology, and Economics	2022-04-05	Paper
An approximate distribution of delta-hedging errors in a jump-diffusion model with discrete trading and transaction costs	2014-01-24	Paper
Dynamic credit models	2012-01-25	Paper
Stochastic volatility models and Kelvin waves	2008-09-09	Paper
ANALYTICAL PRICING OF DOUBLE-BARRIER OPTIONS UNDER A DOUBLE-EXPONENTIAL JUMP DIFFUSION PROCESS: APPLICATIONS OF LAPLACE TRANSFORM	2005-06-22	Paper
https://portal.mardi4nfdi.de/entity/Q4659617	2005-03-21	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Artur Sepp