arXiv 2017-05-01 EN Implied Stopping Rules for American Basket Options from Markovian Projection Bayer, Christian · Häppölä, Juho · Tempone, Raúl
arXiv 2016-03-30 EN Numerical approximation of a cash-constrained firm value with investment opportunities Pierre, Erwan · Villeneuve, Stéphane · Warin, Xavier
arXiv 2015-12-11 EN Option pricing in affine generalized Merton models Bayer, Christian · Schoenmakers, John
arXiv 2014-07-04 EN Computing Greeks for Lévy Models: The Fourier Transform Approach De Olivera, Federico · Mordecki, Ernesto
arXiv 2012-06-13 EN A Numerical Scheme Based on Semi-Static Hedging Strategy Imamura, Yuri · Ishigaki, Yuta · Kawagoe, Takuya · Okumura, Toshiki
