Daniel Guterding

According to our database, Daniel Guterding authored at least 2 papers in 2018.

Collaborative distances:

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2018

The Heston stochastic volatility model with piecewise constant parameters - efficient calibration and pricing of window barrier options.

Daniel Guterding, Wolfram Boenkost

J. Comput. Appl. Math., 2018

An efficient GPU algorithm for tetrahedron-based Brillouin-zone integration.

Daniel Guterding, Harald O. Jeschke

Comput. Phys. Commun., 2018