Number-Theoretic Algorithms and their Applications (FSP)

Research output

Research output per year 1998 2003 2004 2005 2006 2006

• 35 Article
• 3 Chapter
• 3 Conference paper
• 1 Doctoral Thesis

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