Jasper H. M. Anderluh

Publication Activity (10 Years)

Years Active: 2009-2013
Publications (10 Years): 0

Top Topics

Adaptive Sampling

Simulation Study

Top Venues

Publications

Yanbin Shen, Johannes A. M. van der Weide, Jasper H. M. Anderluh
A Benchmark Approach of Counterparty Credit Exposure of Bermudan Option under Lévy Process: The Monte Carlo-COS Method. ICCS (2013)
Jasper H. M. Anderluh, Johannes A. M. van der Weide
Double-sided Parisian option pricing. Finance Stochastics 13 (2) (2009)