Christian Bayer
Orcid: 0000-0002-9116-0039Affiliations:
- WIAS Berlin, Germany
According to our database1,
Christian Bayer
authored at least 18 papers
between 2010 and 2024.
Collaborative distances:
Collaborative distances:
Timeline
Legend:
Book In proceedings Article PhD thesis Dataset OtherLinks
Online presence:
-
on orcid.org
On csauthors.net:
Bibliography
2024
2023
SIAM J. Financial Math., June, 2023
SIAM J. Math. Data Sci., March, 2023
2022
SIAM J. Financial Math., 2022
Short Communication: On the Weak Convergence Rate in the Discretization of Rough Volatility Models.
SIAM J. Financial Math., 2022
Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models.
CoRR, 2022
2021
SIAM J. Financial Math., 2021
SIAM J. Financial Math., 2021
Numerical Smoothing with Hierarchical Adaptive Sparse Grids and Quasi-Monte Carlo Methods for Efficient Option Pricing.
CoRR, 2021
2020
2018
2017
2016
2014
SIAM J. Sci. Comput., 2014
2010
Monte Carlo Methods Appl., 2010