Susanne A. Griebsch

Available identifiers

zbMath Open griebsch.susanne-aMaRDI QIDQ744403

List of research outcomes

Publication	Date of Publication	Type
A comparative study on time-efficient methods to price compound options in the Heston model	2016-09-27	Paper
The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques	2014-09-25	Paper
Quantitative Finance, Vol. 11, No. 5, May 2011, 693–709 On the valuation of fader and discrete barrier options in Heston's stochastic volatility model	2013-06-27	Paper
On the valuation of fader and discrete barrier options in Heston's stochastic volatility model	2011-06-07	Paper
Instalment Options: A Closed-Form Solution and the Limiting Case	2008-10-17	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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