Christian Höhenrieder

Publication Activity (10 Years)

Years Active: 2012-2012
Publications (10 Years): 0

Top Topics

Piecewise Constant

Top Venues

Comput. Stat. Data Anal.

Publications

Laurie Davies, Christian Höhenrieder, Walter Krämer
Recursive computation of piecewise constant volatilities. Comput. Stat. Data Anal. 56 (11) (2012)