1

Arbitrage-free interpolation of call option prices

Year:
2020
Language:
english
File:
PDF, 2.57 MB
english, 2020
5

A forward scheme for backward SDEs

Year:
2007
Language:
english
File:
PDF, 536 KB
english, 2007
6

DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS

Year:
2015
Language:
english
File:
PDF, 360 KB
english, 2015
7

TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON-NESTED MONTE CARLO

Year:
2009
Language:
english
File:
PDF, 152 KB
english, 2009
11

A FIRST-ORDER BSPDE FOR SWING OPTION PRICING

Year:
2016
Language:
english
File:
PDF, 390 KB
english, 2016
21

Backward SDEs driven by Gaussian processes

Year:
2014
Language:
english
File:
PDF, 450 KB
english, 2014
29

Pathwise Dynamic Programming

Year:
2018
Language:
english
File:
PDF, 694 KB
english, 2018
31

Time discretization and Markovian iteration for coupled FBSDEs

Year:
2008
Language:
english
File:
PDF, 338 KB
english, 2008
37

Explicit solutions of a class of linear fractional BSDEs

Year:
2005
Language:
english
File:
PDF, 213 KB
english, 2005
38

Primal and Dual Pricing of Multiple Exercise Options in Continuous Time

Year:
2011
Language:
english
File:
PDF, 354 KB
english, 2011
39

Innovation By Half-Measures in German Manufacturing

Year:
1996
Language:
english
File:
PDF, 740 KB
english, 1996
49

Symposium „Kaliumkanäle bei Epilepsie“

Year:
2008
Language:
german
File:
PDF, 163 KB
german, 2008