Search Results - "Sayer, Tilman" :: K.UTB vyhledávací portál

Filter‐based portfolio strategies in an HMM setting with varying correlation parametrizations

by Erlwein‐Sayer, Christina, Grimm, Stefanie, Ruckdeschel, Peter, Sass, Jörn, Sayer, Tilman
Published in Applied stochastic models in business and industry (01.05.2020)

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Computation of the Delta of European options under stochastic volatility models

by Yolcu-Okur, Yeliz, Sayer, Tilman, Yilmaz, Bilgi, Inkaya, B. Alper
Published in Computational management science (01.06.2018)

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Pricing American Options in the Heston Model: A Close Look at Incorporating Correlation

by Ruckdeschel, Peter, Sayer, Tilman, Szimayer, Alexander
Published in The Journal of derivatives (01.04.2013)

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Journal Article

Filter‐based portfolio strategies in an HMM setting with varying correlation parametrizations

Computation of the Delta of European options under stochastic volatility models

Pricing American Options in the Heston Model: A Close Look at Incorporating Correlation

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