PRisMa Day - Workshop on Portfolio Risk Management

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Description

Event name
PRisMa Day - Workshop on Portfolio Risk Management
 
Event type
Event for scientific audience
 
Start date
28-09-2008
Location
Vienna, Austria
Country
Austria
 
Event format Veranstaltungsformat
On Site

Publications Publikationen


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Author:  Gerhold, Stefan

Results 1-4 of 4 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Gerhold, Stefan Lévy-Sheffer Systems and the Longstaff-Schwartz Algorithm for American Option PricingPräsentation Presentation2008
2Gerhold, Stefan Local Volatility Models: Approximation and RegularizationPräsentation Presentation2013
3Gerhold, Stefan Refined Volatility Expansion in the Heston ModelPräsentation Presentation2010
4Gerhold, Stefan Transaction Costs, Trading Volume, and the Liquidity PremiumPräsentation Presentation2011