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~isPartOf:"International journal of theoretical and applied finance"
~person:"Pistorius, Martijn"
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Pistorius, Martijn
Levendorskij, Sergej Z.
10
Kwok, Yue-Kuen
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7
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International journal of theoretical and applied finance
Advanced mathematical methods for finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Robert H. Smith School Research Paper
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Pricing and hedging barrier options in a hyper-exponential additive model
Jeannin, Marc
;
Pistorius, Martijn
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 657-681
Persistent link: https://www.econbiz.de/10008904332
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2
Fast computation of vanilla prices in time-changed models and implied volatilities using rational approximations
Pistorius, Martijn
;
Stolte, Johannes
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009624458
Saved in:
3
Method of moments approach to pricing double barrier contracts in polynomial jump-diffusion models
Eriksson, Bjorn
;
Pistorius, Martijn
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1139-1158
Persistent link: https://www.econbiz.de/10009407659
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