Daniel Guterding
Orcid: 0000-0003-3958-8801
According to our database1,
Daniel Guterding
authored at least 2 papers
in 2018.
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Bibliography
2018
The Heston stochastic volatility model with piecewise constant parameters - efficient calibration and pricing of window barrier options.
J. Comput. Appl. Math., 2018
Comput. Phys. Commun., 2018