The following pages link to Jan H. Maruhn (Q2272290):
Displayed 9 items.
- Item:Q2272290 (redirect page) (← links)
- Parameter identification in financial market models with a feasible point SQP algorithm (Q429503) (← links)
- Adjoint-based Monte Carlo calibration of financial methods (Q964678) (← links)
- Robust static hedging of barrier options in stochastic volatility models (Q1044210) (← links)
- Robust static super-replication of barrier options (Q2272291) (← links)
- On the primal-dual algorithm for callable bermudan options (Q2393163) (← links)
- A successive SDP-NSDP approach to a robust optimization problem in finance (Q2655406) (← links)
- Robust Static Super-Replication of Barrier Options in the Black-Scholes model (Q3592848) (← links)
- Duality in static hedging of barrier options (Q3625230) (← links)