Falko Baustian

According to our database1, Falko Baustian authored at least 2 papers between 2019 and 2021.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2021
A note on a PDE approach to option pricing under xVA.
CoRR, 2021

2019
Solution of option pricing equations using orthogonal polynomial expansion.
CoRR, 2019


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