Jörg Kampen

According to our database, Jörg Kampen authored at least 2 papers between 2008 and 2011.

Collaborative distances:

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

2011

Global Regularity and Probabilistic Schemes for Free Boundary Surfaces of Multivariate American Derivatives and Their Greeks.

Jörg Kampen

SIAM J. Appl. Math., 2011

2008

Monte Carlo Greeks for Financial Products via Approximative Transition Densities.

Jörg Kampen, Anastasia Kolodko, John Schoenmakers

SIAM J. Sci. Comput., 2008