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 |
|---|---|---|
| On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options Journal of Computational and Applied Mathematics | 2010-05-21 | Paper |
| Hedging long-term forwards with short-term futures: a two-regime approach Review of Derivatives Research | 2005-05-17 | Paper |
| Stochastic Volatility With an Ornstein–Uhlenbeck Process: An Extension Review of Finance | 2000-03-16 | Paper |
| A note on the valuation of risky corporate bonds OR Spektrum | 1999-10-04 | Paper |
| Volatility and GMM -- Monte Carlo studies and empirical estimations Statistical Papers | 1999-09-12 | Paper |
Research outcomes over time
This page was built for person: Rainer Schöbel
