Asymptotic methods in option pricing

01.05.2018 - 31.10.2021
Research funding project

People

Project leader

Project personnel

Institute

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