Browsing byAuthorAlfeus, M
Showing results 2 to 3 of 3< previous
Issue Date | Title | Author(s) |
---|---|---|
2019-08-01 | ON SPREAD OPTION PRICING USING TWO-DIMENSIONAL FOURIER TRANSFORM | Alfeus, M; Schlögl, E |
2019-05-01 | Regime switching rough Heston model | Alfeus, M; Overbeck, L; Schlögl, E |