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FAST COMPUTATION OF VANILLA PRICES IN TIME-CHANGED MODELS AND IMPLIED VOLATILITIES USING RATIONAL APPROXIMATIONS

International journal of theoretical and applied finance, 2012-06, Vol.15 (4), p.1250031-1-1250031-34

2012

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Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications

Journal of applied probability, 2015-12, Vol.52 (4), p.1076-1096

2015

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FAST COMPUTATION OF VANILLA PRICES IN TIME-CHANGED MODELS AND IMPLIED VOLATILITIES USING RATIONAL APPROXIMATIONS

International journal of theoretical and applied finance, 2012-06, Vol.15 (4), p.1

2012

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Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications

Journal of applied probability, 2015-12, Vol.52 (4), p.1076-1096

2015

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On accurate and efficient valuation of financial contracts under models with jumps

Stolte, Johannes

2013

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Fast Computation of Vanilla Prices in Time-Changed Models and Implied Volatilities Using Rational Approximations

SSRN Electronic Journal

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Design of Sustainable Chemical ProductsThe Example of Ionic Liquids

Chemical reviews, 2007-06, Vol.107 (6), p.2183-2206

2007

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Thrombin receptor PAR4 drives canonical NLRP3 inflammasome signaling in the heart

Basic research in cardiology, 2020-01, Vol.115 (2), p.10-10, Article 10

2020

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A likelihood-based reconstruction algorithm for top-quark pairs and the KLFitter framework

Nuclear instruments & methods in physics research. Section A, Accelerators, spectrometers, detectors and associated equipment, 2014-06, Vol.748, p.18-25

2014

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Anomalous deep-red luminescence of perylene black analogues with strong π-π interactions

Nature communications, 2023-04, Vol.14 (1), p.1922-1922, Article 1922

2023

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The Contribution of Executive Functions in Predicting Mathematical Creativity in Typical Elementary School Classes: A Twofold Role for Updating

Journal of intelligence, 2020-06, Vol.8 (2), p.26

2020

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Prepulse Inhibition and P50 Suppression in Relation to Creativity and Attention: Dispersed Attention Beneficial to Quantitative but Not Qualitative Measures of Divergent Thinking

Frontiers in psychiatry, 2022-06, Vol.13, p.875398-875398

2022

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The influence of anion species on the toxicity of 1-alkyl-3-methylimidazolium ionic liquids observed in an (eco)toxicological test battery

Green chemistry : an international journal and green chemistry resource : GC, 2007-01, Vol.9 (11), p.1198-1198

2007

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Effects of different head groups and functionalised side chains on the aquatic toxicity of ionic liquids

Green chemistry : an international journal and green chemistry resource : GC, 2007-01, Vol.9 (11), p.1170-1170

2007

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Two sides of the same coin? How are neural mechanisms of cognitive control, attentional difficulties and creativity related?

Thinking skills and creativity, 2024-06, Vol.52, p.101533, Article 101533

2024

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Kolposkopie: Können Online-Fortbildungen die Ausbildung sinnvoll unterstützen?

Geburtshilfe und Frauenheilkunde, 2022-05, Vol.82 (5), p.473-479

2022

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Inhibition, friend or foe? Cognitive inhibition as a moderator between mathematical ability and mathematical creativity in primary school students

Personality and individual differences, 2019-05, Vol.142, p.196-201

2019

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Primary biodegradation of ionic liquid cations, identification of degradation products of 1-methyl-3-octylimidazolium chloride and electrochemical wastewater treatment of poorly biodegradable compounds

Green chemistry : an international journal and green chemistry resource : GC, 2008-01, Vol.10 (2), p.214-224

2008

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Anion effects on the cytotoxicity of ionic liquids

Green chemistry : an international journal and green chemistry resource : GC, 2006-01, Vol.8 (7), p.621-621

2006

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Qualitative and quantitative structure activity relationships for the inhibitory effects of cationic head groups, functionalised side chains and anions of ionic liquids on acetylcholinesterase

Green chemistry : an international journal and green chemistry resource : GC, 2008-01, Vol.10 (1), p.47-58

2008

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Effects of different head groups and functionalised side chains on the cytotoxicity of ionic liquids

Green chemistry : an international journal and green chemistry resource : GC, 2007-01, Vol.9 (7), p.760-767

2007

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User Requirements Analysis of an Embodied Conversational Agent for Coaching Older Adults to Choose Active and Healthy Ageing Behaviors during the Transition to Retirement: A Cross-National User Centered Design Study

International journal of environmental research and public health, 2021-09, Vol.18 (18), p.9681

2021

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Prognostic Impact of Left Ventricular Ejection Fraction Improvement after Transcatheter Aortic Valve Replacement

Journal of clinical medicine, 2024-06, Vol.13 (13), p.3639

2024

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Progress in evaluation of risk potential of ionic liquids—basis for an eco-design of sustainable products

Green chemistry : an international journal and green chemistry resource : GC, 2005, Vol.7 (5), p.362-372

2005

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Methylene blue-aided chromoendoscopy for the detection of intraepithelial neoplasia and colon cancer in ulcerative colitis

Gastroenterology (New York, N.Y. 1943), 2003-04, Vol.124 (4), p.880-888

2003

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FAST COMPUTATION OF VANILLA PRICES IN TIME-CHANGED MODELS AND IMPLIED VOLATILITIES USING RATIONAL APPROXIMATIONS

Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications

FAST COMPUTATION OF VANILLA PRICES IN TIME-CHANGED MODELS AND IMPLIED VOLATILITIES USING RATIONAL APPROXIMATIONS

Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications

On accurate and efficient valuation of financial contracts under models with jumps

Fast Computation of Vanilla Prices in Time-Changed Models and Implied Volatilities Using Rational Approximations

Design of Sustainable Chemical ProductsThe Example of Ionic Liquids

Thrombin receptor PAR4 drives canonical NLRP3 inflammasome signaling in the heart

A likelihood-based reconstruction algorithm for top-quark pairs and the KLFitter framework

Anomalous deep-red luminescence of perylene black analogues with strong π-π interactions

The Contribution of Executive Functions in Predicting Mathematical Creativity in Typical Elementary School Classes: A Twofold Role for Updating

Prepulse Inhibition and P50 Suppression in Relation to Creativity and Attention: Dispersed Attention Beneficial to Quantitative but Not Qualitative Measures of Divergent Thinking

The influence of anion species on the toxicity of 1-alkyl-3-methylimidazolium ionic liquids observed in an (eco)toxicological test battery

Effects of different head groups and functionalised side chains on the aquatic toxicity of ionic liquids

Two sides of the same coin? How are neural mechanisms of cognitive control, attentional difficulties and creativity related?

Kolposkopie: Können Online-Fortbildungen die Ausbildung sinnvoll unterstützen?

Inhibition, friend or foe? Cognitive inhibition as a moderator between mathematical ability and mathematical creativity in primary school students

Primary biodegradation of ionic liquid cations, identification of degradation products of 1-methyl-3-octylimidazolium chloride and electrochemical wastewater treatment of poorly biodegradable compounds

Anion effects on the cytotoxicity of ionic liquids

Qualitative and quantitative structure activity relationships for the inhibitory effects of cationic head groups, functionalised side chains and anions of ionic liquids on acetylcholinesterase

Effects of different head groups and functionalised side chains on the cytotoxicity of ionic liquids

User Requirements Analysis of an Embodied Conversational Agent for Coaching Older Adults to Choose Active and Healthy Ageing Behaviors during the Transition to Retirement: A Cross-National User Centered Design Study

Prognostic Impact of Left Ventricular Ejection Fraction Improvement after Transcatheter Aortic Valve Replacement

Progress in evaluation of risk potential of ionic liquids—basis for an eco-design of sustainable products

Methylene blue-aided chromoendoscopy for the detection of intraepithelial neoplasia and colon cancer in ulcerative colitis

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