Rainer Schöbel

Available identifiers

zbMath Open schobel.rainerMaRDI QIDQ972767

List of research outcomes

Publication	Date of Publication	Type
On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options	2010-05-21	Paper
Hedging long-term forwards with short-term futures: a two-regime approach	2005-05-17	Paper
Stochastic Volatility With an Ornstein–Uhlenbeck Process: An Extension	2000-03-16	Paper
A note on the valuation of risky corporate bonds	1999-10-04	Paper
Volatility and GMM -- Monte Carlo studies and empirical estimations	1999-09-12	Paper

Research outcomes over time

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