Antoon Pelsser

According to our database1, Antoon Pelsser authored at least 4 papers between 2000 and 2019.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2019
A Monte Carlo method for backward stochastic differential equations with Hermite martingales.
Monte Carlo Meth. and Appl., 2019

2011
Modeling non-monotone risk aversion using SAHARA utility functions.
J. Economic Theory, 2011

2000
Pricing double barrier options using Laplace transforms.
Finance and Stochastics, 2000

Markov-functional interest rate models.
Finance and Stochastics, 2000


  Loading...