Jörg Kampen

Publication Activity (10 Years)

Years Active: 2008-2011
Publications (10 Years): 0

Publications

Jörg Kampen
Global Regularity and Probabilistic Schemes for Free Boundary Surfaces of Multivariate American Derivatives and Their Greeks. SIAM J. Appl. Math. 71 (1) (2011)
Jörg Kampen, Anastasia Kolodko, John Schoenmakers
Monte Carlo Greeks for Financial Products via Approximative Transition Densities. SIAM J. Sci. Comput. 31 (1) (2008)