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Anova for Parameter Dependent Nonlinear PDEs and Numerical Methods for the Stochastic Stokes Equations
Calibration of Multivariate Generalized Hyperbolic Distributions Using the EM Algorithm, with Applications in Risk Management, Portfolio Optimization and Portfolio          Credit Risk
Computational Study of Ion Conductance in the KcsA K⁺ Channel Using a Nernst-Planck Model with Explicit Resident Ions
Impulse Control Problems under Non-Constant Volatility
Numerical Methods for Portfolio Risk Estimation
Option Pricing with Selfsimilar Additive Processes
Partial Differential Equation Methods to Price Options in the Energy Market
Sensitivity Analysis of Options under Lévy Processes via Malliavin Calculus
Spectral Element Method to Price Single and Multi-Asset European Options
Stochastic Volatility Extensions of the Swap Market Model
Variance Gamma Pricing of American Futures Options