Marcel Rindisbacher

Publication Activity (10 Years)

Years Active: 2005-2022
Publications (10 Years): 1

Top Topics

Vanishing Points

Diffusion Process

Top Venues

Publications

Diogo Duarte, Rodolfo Prieto, Marcel Rindisbacher, Yuri F. Saporito
Vanishing Contagion Spreads. Manag. Sci. 68 (1) (2022)
Jérôme Detemple, Marcel Rindisbacher
Monte Carlo methods for derivatives of options with discontinuous payoffs. Comput. Stat. Data Anal. 51 (7) (2007)
Jérôme Detemple, René Garcia, Marcel Rindisbacher
Asymptotic Properties of Monte Carlo Estimators of Derivatives. Manag. Sci. 51 (11) (2005)
Jérôme Detemple, René Garcia, Marcel Rindisbacher
Representation formulas for Malliavin derivatives of diffusion processes. Finance Stochastics 9 (3) (2005)