Falko Baustian

Publication Activity (10 Years)

Years Active: 2019-2021
Publications (10 Years): 2

Top Topics

Image Enhancement

Polynomial Equations

Capital Budgeting

Top Venues

Publications

Falko Baustian, Martin Fencl, Jan Pospisil, Vladimír Svígler
A note on a PDE approach to option pricing under xVA. CoRR (2021)
Falko Baustian, Katerina Filipová, Jan Pospisil
Solution of option pricing equations using orthogonal polynomial expansion. CoRR (2019)