4. Economy
  5. Quantitative Finance
  6. Computational Finance

Marie Bernhart

Economy – Quantitative Finance – Computational Finance

Scientist

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Scientist

A finite dimensional approximation for pricing moving average options

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Swing Options Valuation: a BSDE with Constrained Jumps Approach

Economy – Quantitative Finance – Computational Finance
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Profile ID: LFWR-SCP-P-257189

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