Browsing byAuthorRudd, R
Showing results 1 to 3 of 3
Issue Date | Title | Author(s) |
2021-01-04 | Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models | Feng, Y; Rudd, R; Baker, C; Mashalaba, Q; Mavuso, M; Schlögl, E |
2018-04-03 | Recursive marginal quantization of higher-order schemes | McWalter, TA; Rudd, R; Kienitz, J; Platen, E |
2022-01-01 | Robust product Markovian quantization | Rudd, R; McWalter, TA; Kienitz, J; Platen, E |