Tilman Sayer
From MaRDI portal
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 |
|---|---|---|
| Filter-based portfolio strategies in an HMM setting with varying correlation parametrizations Applied Stochastic Models in Business and Industry | 2024-07-23 | Paper |
| Computation of the Delta of European options under stochastic volatility models Computational Management Science | 2018-11-07 | Paper |
| Joining the Heston and a three-factor short rate model: a closed-form approach International Journal of Theoretical and Applied Finance | 2016-02-03 | Paper |
Research outcomes over time
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