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- 2024
-
Mark
The geometry of risk adjustments
(
- Contribution to journal › Article
- 2021
-
Mark
Kelly trading and option pricing
(
- Contribution to journal › Article
- 2019
-
Mark
BENCHOP–SLV : the BENCHmarking project in Option Pricing–Stochastic and Local Volatility problems
2019) In International Journal of Computer Mathematics(
- Contribution to journal › Article
- 2015
-
Mark
BENCHOP—The BENCHmarking project in Option Pricing
(
- Contribution to journal › Article
- 2012
-
Mark
General approximation schemes for option prices in stochastic volatility models
(
- Contribution to journal › Article
- 2010
-
Mark
Implied Volatility and Risk Aversion in a Simple Model with Uncertain Growth
(
- Contribution to journal › Article
- 2009
-
Mark
Analytical Approximation of Contingent Claims
(
- Thesis › Doctoral thesis (compilation)
- 2008
-
Mark
Two Exotic Lookback Options
(
- Contribution to journal › Article
- 2005
-
Mark
Some Applications of Variational Inequalities in Mathematical Finance and Numerics
2005)(
- Thesis › Doctoral thesis (compilation)
-
Mark
Hints for an extension of the early exercise premium formula for American options
(
- Contribution to journal › Article