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 comparative study on time-efficient methods to price compound options in the Heston model Computers & Mathematics with Applications | 2016-09-27 | Paper |
| The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques Review of Derivatives Research | 2014-09-25 | Paper |
| Quantitative Finance, Vol. 11, No. 5, May 2011, 693–709 On the valuation of fader and discrete barrier options in Heston's stochastic volatility model Quantitative Finance | 2013-06-27 | Paper |
| On the valuation of fader and discrete barrier options in Heston's stochastic volatility model Quantitative Finance | 2011-06-07 | Paper |
| Instalment Options: A Closed-Form Solution and the Limiting Case Mathematical Control Theory and Finance | 2008-10-17 | Paper |
Research outcomes over time
This page was built for person: Susanne Griebsch
