Alexander Prüll

Erste Group Bank AG

Am Belvedere 1

Vienna, 1100

Austria

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Scholarly Papers (2)

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1.

Barrier Options Under Negative Rates in Black-Scholes

Number of pages: 4 Posted: 27 Sep 2014 Last Revised: 18 Jun 2015

Fabien Le Floc'h and Alexander Prüll

Calypso Technology and Erste Group Bank AG

Downloads 444 (120,845)

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2.

Trapped by the Tails of the Bivariate Normal Distribution

Number of pages: 8 Posted: 04 Dec 2013

Fabien Le Floc'h, Hector Ciruelos and Alexander Prüll

Calypso Technology, Calypso Technology and Erste Group Bank AG

Downloads 151 (353,993)

Abstract:

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