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Susanne Griebsch
Publication Activity (10 Years)
Years Active: 2014-2014
Publications (10 Years): 0
Top Topics
Computationally Intensive
Least Squares
Qualitative And Quantitative
Linear Models
Top Venues
Comput. Math. Appl.
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Publications
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Carl Chiarella
,
Susanne Griebsch
,
Boda Kang
A comparative study on time-efficient methods to price compound options in the Heston model.
Comput. Math. Appl.
67 (6) (2014)