J. H. M. Anderluh

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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!

PublicationDate of PublicationType
Algorithmic counterparty credit exposure for multi-asset Bermudan options
International Journal of Theoretical and Applied Finance
2015-04-15Paper
Double-sided Parisian option pricing
Finance and Stochastics
2010-04-22Paper


Research outcomes over time


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