Jasper H. M. Anderluh

According to our database, Jasper H. M. Anderluh authored at least 3 papers between 2004 and 2013.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2013

A Benchmark Approach of Counterparty Credit Exposure of Bermudan Option under Lévy Process: The Monte Carlo-COS Method.

Yanbin Shen, Johannes A. M. van der Weide, Jasper H. M. Anderluh

Proceedings of the International Conference on Computational Science, 2013

2009

Double-sided Parisian option pricing.

Jasper H. M. Anderluh, Johannes A. M. van der Weide

Finance Stochastics, 2009

2004

Parisian Options - The Implied Barrier Concept.

Jasper Anderluh, Hans van der Weide

Proceedings of the Computational Science, 2004