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Claus Griessler
Publication Activity (10 Years)
Years Active: 2014-2014
Publications (10 Years): 0
Top Topics
Multiscale
Piecewise Linear
Pairwise
Discrete Space
Top Venues
SIAM J. Financial Math.
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Publications
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Claus Griessler
,
Martin Keller-Ressel
Convex Order of Discrete, Continuous, and Predictable Quadratic Variation and Applications to Options on Variance.
SIAM J. Financial Math.
5 (1) (2014)