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Clevenhaus, Anna
7  Ergebnisse:
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1

A gradient-based calibration method for the Heston model:

Clevenhaus, Anna ; Totzeck, Claudia ; Ehrhardt, Matthias
International Journal of Computer Mathematics.  , 2024
Link: https://doi.org/10.1080/..
 
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2

The Parareal Algorithm and the Sparse Grid Combination Tech..:

, In: Mathematics in Industry; Progress in Industrial Mathematics at ECMI 2021,
Clevenhaus, Anna ; Ehrhardt, Matthias ; Günther, Michael - p. 477-483 , 2022
Link: https://doi.org/10.1007/..
 
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3

Pricing American Options with a Non-Constant Penalty Parame..:

Clevenhaus, Anna ; Ehrhardt, Matthias ; Günther, Michael.
Journal of Risk and Financial Management.  13 (2020)  6 - p. 124 , 2020
Link: https://doi.org/10.3390/..
 
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4

A gradient based calibration method for the Heston model:

Clevenhaus, Anna ; Totzeck, Claudia ; Ehrhardt, Matthias
http://arxiv.org/abs/2110.14370.  , 2021
Link: http://arxiv.org/abs/211..
 
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5

Pricing American options with a non-constant penalty parame..:

Clevenhaus, Anna ; Ehrhardt, Matthias ; Günther, Michael.
gbv-ppn:1738412598.  , 2020
Link: http://hdl.handle.net/10..
 
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6

Pricing American Options with a Non-Constant Penalty Parame..:

Anna Clevenhaus ; Matthias Ehrhardt ; Michael Günther.
Economics and Finance.  , 2020
Link: https://doi.org/10.3390/..
 
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7

Pricing American Options with a Non-Constant Penalty Parame..:

Anna Clevenhaus ; Matthias Ehrhardt ; Michael Günther.
https://www.mdpi.com/1911-8074/13/6/124.  , 2020
Link: https://doi.org/10.3390/..
 
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