Dr. J.H.M. Anderluh
Dr. J.H.M. Anderluh
Publications
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2015
Algorithmic counterparty credit exposure for multi-asset Bermudan options
S Yanbin / JHM Anderluh / JAM van der Weide
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2013
Pricing options with non-standard barrier mechanisms
JHM Anderluh / LE Meester
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2010
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2009
Double-sided parisian option pricing
JHM Anderluh / JAM van der Weide
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2008
Commodity volatility modelling and option pricing with a potential function approach
JHM Anderluh / SA Borovkova
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