Patrik Karlsson (Former)
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- 2018
-
Mark
Finite Element Based Monte Carlo Simulation of Options on Lévy Driven Assets
(
- Contribution to journal › Article
- 2017
-
Mark
Calibrating a market model with stochastic volatility to commodity and interest rate risk
(
- Contribution to journal › Article
- 2016
-
Mark
Counterparty Credit Exposures for Interest Rate Derivatives using the Stochastic Grid Bundling Method
(
- Contribution to journal › Article
-
Mark
Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model
(
- Contribution to journal › Article
-
Mark
Efficient computation of exposure profiles on real-world and risk-neutral scenarios for Bermudan swaptions
(
- Contribution to journal › Article
-
Mark
Essays in Quantitative Finance
2016)(
- Thesis › Doctoral thesis (compilation)