Damiaan Lemmens

Publication Activity (10 Years)

Years Active: 2015-2015
Publications (10 Years): 1

Top Topics

Payoff Functions

Planning Horizon

Top Venues

Appl. Math. Comput.

Publications

Oliver Salazar Celis, Lingzhi Liang, Damiaan Lemmens, Jacques Tempère, Annie A. M. Cuyt
Determining and benchmarking risk neutral distributions implied from option prices. Appl. Math. Comput. 258 (2015)