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 |
|---|---|---|
| Derivative-free greeks for the Barndorff-Nielsen and Shephard stochastic volatility model Stochastics | 2010-08-19 | Paper |
| A semilinear equation for the American option in a general jump market Interfaces and Free Boundaries | 2010-02-02 | Paper |
| Perpetual integral functionals of diffusions and their numerical computations (available as arXiv preprint) | 2008-01-17 | Paper |
Research outcomes over time
This page was built for person: Olli Wallin
