J.H.M. Anderluh | TU Delft Repository

JA

J.H.M. Anderluh

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Conference paper (3)

Doctoral thesis (1)

Journal article (6)

10 records found

1

Algorithmic counterparty credit exposure for multi-asset Bermudan options

Journal article (2015) - S Yanbin (author), J.H.M. Anderluh (author), J.A.M. van der Weide (author)

Pricing options with non-standard barrier mechanisms

Journal article (2013) - J.H.M. Anderluh (author), L.E. Meester (author)

Financiele wiskunde / Model en werkelijkheid ontmoeten elkaar in de crisis

Journal article (2010) - J.H.M. Anderluh (author)

Double-sided parisian option pricing

Journal article (2009) - J.H.M. Anderluh (author), J.A.M. van der Weide (author)

Pricing parisian and barriers by hitting time simulation

Journal article (2008) - J.H.M. Anderluh (author)

Commodity volatility modelling and option pricing with a potential function approach

Journal article (2008) - J.H.M. Anderluh (author), SA Borovkova (author)

Probabilistic methods in exotic option pricing

Doctoral thesis (2007) - J.H.M. Anderluh (author)

ADR option trading

Conference paper (2004) - J.H.M. Anderluh (author), J.A.M. van der Weide (author)

Commodity volatility modelling and option pricing with a potential function approach

Conference paper (2004) - J.H.M. Anderluh (author), SA Borovkova (author)

Parisian options - the implied barrier concept

Conference paper (2004) - J.H.M. Anderluh (author), J.A.M. van der Weide (author)