The following pages link to Susanne Kruse (Q424679):
Displaying 6 items.
- A summary on pricing American call options under the assumption of a lognormal framework in the Korn-Rogers model (Q424681) (← links)
- Parabolic differential equations with unbounded coefficients -- A generalization of the parametrix method (Q1861408) (← links)
- On the pricing of forward starting options in Heston's model on stochastic volatility (Q2488478) (← links)
- (Q2760867) (← links)
- (Q3080841) (← links)
- (Q4543009) (← links)