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Research Projects
Project authority
Lehre
Forschung
Organisation
Asymptotic methods in option pricing
01.05.2018 - 31.10.2021
Research funding project
People
Project leader
Stefan Gerhold
(E105-01)
Project personnel
Christoph Gerstenecker
(E105-01)
Institute
E105-01 - Research Unit of Risk Management in Financial and Actuarial Mathematics
Grant funds
FWF - Ă–sterr. Wissenschaftsfonds (National)
Stand-Alone Project
Austrian Science Fund (FWF)
Research focus
Mathematical Methods in Economics: 90%
Modeling and Simulation: 10%
Publications
Publications