4. Economy
  5. Quantitative Finance
  6. Pricing of Securities

Kathrin Glau

Economy – Quantitative Finance – Pricing of Securities

Scientist

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Scientist

Analysis of Fourier transform valuation formulas and applications

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Analyticity of the Wiener-Hopf factors and valuation of exotic options in Lévy models

Economy – Quantitative Finance – Pricing of Securities
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Sobolev index: A classification of Lévy processes

Mathematics – Probability
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