6 results on '"Christian Bayer"'
Search Results
2. Pricing Options under Rough Volatility with Backward SPDEs.
3. Randomized Optimal Stopping Algorithms and Their Convergence Analysis.
4. Log-Modulated Rough Stochastic Volatility Models.
5. Low-Dimensional Approximations of High-Dimensional Asset Price Models.
6. Short Communication: On the Weak Convergence Rate in the Discretization of Rough Volatility Models.
Catalog
Books, media, physical & digital resources
Discovery Service for Jio Institute Digital Library
For full access to our library's resources, please sign in.