Rainer Schöbel

Publication Activity (10 Years)

Years Active: 2006-2010
Publications (10 Years): 0

Publications

Robert Frontczak, Rainer Schöbel
On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options. J. Comput. Appl. Math. 234 (5) (2010)
Svenja Hager, Rainer Schöbel
Deriving the Dependence Structure of Portfolio Credit Derivatives Using Evolutionary Algorithms. International Conference on Computational Science (4) (2006)