Research output

  1. Algorithmic counterparty credit exposure for multi-asset Bermudan options

    Research output: Contribution to journalArticleScientific

  2. Pricing options with non-standard barrier mechanisms

    Research output: Contribution to journalArticleScientificpeer-review

  3. Financiele wiskunde / Model en werkelijkheid ontmoeten elkaar in de crisis

    Research output: Contribution to journalArticleProfessional

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ID: 172421