Research output

  1. Advanced and Accurate Discretization Schemes for Relevant PDEs in Finance

    Research output: ThesisDissertation (TU Delft)

  2. Model-free stochastic collocation for an arbitrage-free implied volatility: Part I

    Research output: Contribution to journalArticleScientificpeer-review

  3. An adaptive filon quadrature for stochastic volatility models

    Research output: Contribution to journalArticleScientificpeer-review

View all (5) »

ID: 36828910