Browsing byAuthorGriebsch, S
Showing results 1 to 4 of 4
| Issue Date | Title | Author(s) |
| 2014-04-01 | A comparative study on time-efficient methods to price compound options in the Heston model | Chiarella, C; Griebsch, S; Kang, B |
| 2013-01 | The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques | Griebsch, S |
| 2011-01 | On the valuation of fader and discrete barrier options in Heston's stochastic volatility model | Griebsch, S; Wystup, U |
| 2010-01 | Stochastic volatility models: Foreign exchange | Griebsch, S; Pilz, K; Cont, R; Tankov, P |
