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Orcan Ögetbil
ORCID
Publication Activity (10 Years)
Years Active: 2023-2023
Publications (10 Years): 1
Top Topics
Stochastic Models
Efficient Implementation
Monte Carlo
Markov Chain
Top Venues
SIAM J. Financial Math.
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Publications
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Orcan Ögetbil
,
Bernhard Hientzsch
Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility.
SIAM J. Financial Math.
14 (2) (2023)