Alexander Prüll

Erste Group Bank AG

Am Belvedere 1

Vienna, 1100

Austria

SCHOLARLY PAPERS

2

DOWNLOADS

450

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

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 345 (87,836)

Abstract:

Loading...

barrier option, Black-Scholes, finance

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 105 (260,575)

Abstract:

Loading...

bivariate normal distribution, normal distribution, partial barrier option, finance