Hansjörg Albrecher

Research output

Research output per year 1998 2002 2004 2005 2006 2007 2008 2013

• 50 Article
• 3 Chapter
• 1 Book
• 1 Other report
• 4 More
  • 1 Conference paper
  • 1 Diploma Thesis
  • 1 Doctoral Thesis
  • 1 Habilitation

Research output per year

Research output per year

Search results

• 2005

  Static hedging of Asian options under stochastic volatility models using Fast Fourier transform

  Albrecher, H. & Schoutens, W., 2005, Exotic Options and Advanced Levy Models, John Wiley and Sons Ltd.. 1 ed. Chichester: Wiley, p. 129-148

  Research output: Chapter in Book/Report/Conference proceeding › Chapter
• 2004

  Markov Models in Actuarial Science

  Albrecher, H., 2004, Encyclopedia of Actuarial Science, John Wiley and Sons Ltd.. Chichester: Wiley, p. 1094-1096

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

• Operational Time

  Albrecher, H., 2004, Encyclopedia of Actuarial Science, John Wiley and Sons Ltd.. Chichester: Wiley, p. 1207-1208

  Research output: Chapter in Book/Report/Conference proceeding › Chapter