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Kampen, Joerg's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
847 |
Total
Citations
5 |
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1.
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Fries, Christian P.
LMU Munich, Department of Mathematics Kampen, Joerg
Weierstrass Institute for Applied Analysis and Stochastics
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440
(30,084)
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5
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Monte-Carlo, Likelihood Ratio, Malliavin Calculus, Sensitivities, Greeks, Likelihood Ratio, Importance Sampling, Proxy Simulation Scheme, Weak Scheme, Digital Option, Binary Option, Trigger Product
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2.
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Kampen, Joerg
Weierstrass Institute for Applied Analysis and Stochastics Kolodko, Anastasia
Weierstras Institute for Applied Analysis and Stochastics (WIAS) Schoenmakers, John
Weierstras Institute for Applied Analysis and Stochastics (WIAS)
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15 Feb 07
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Last Revised:
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15 Feb 08
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282
(51,677)
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Financial Derivatives, sensitivities, Monte-Carlo methods, WKB expansions
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3.
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Belomestny, Denis
Weierstras Institute for Applied Analysis and Stochastics (WIAS) Kampen, Joerg
Weierstrass Institute for Applied Analysis and Stochastics Schoenmakers, John
Weierstras Institute for Applied Analysis and Stochastics (WIAS)
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07 Feb 08
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Last Revised:
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11 Feb 08
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58
(186,637)
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Itô-Lévy processes, affine processes, holomorhic transforms
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4.
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Fries, Christian P.
LMU Munich, Department of Mathematics Kampen, Joerg
Weierstrass Institute for Applied Analysis and Stochastics
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53
(194,887)
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Degenerate parabolic equations, financial derivatives, sensitivities, Monte-Carlo methods
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5.
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Kampen, Joerg
Weierstrass Institute for Applied Analysis and Stochastics
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03 Jun 08
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Last Revised:
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23 Nov 08
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14
(296,144)
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multivariate American derivatives, regularity, free boundary surfaces, probabilistic schemes, front fixing
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Records 1 -
5
of 5 matches
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1
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