Marcel Rindisbacher

According to our database, Marcel Rindisbacher authored at least 4 papers between 2005 and 2022.

Collaborative distances:

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

2022

Vanishing Contagion Spreads.

Diogo Duarte, Rodolfo Prieto, Marcel Rindisbacher, Yuri F. Saporito

Manag. Sci., 2022

2007

Monte Carlo methods for derivatives of options with discontinuous payoffs.

Jérôme Detemple, Marcel Rindisbacher

Comput. Stat. Data Anal., 2007

2005

Asymptotic Properties of Monte Carlo Estimators of Derivatives.

Jérôme Detemple, René Garcia, Marcel Rindisbacher

Manag. Sci., 2005

Representation formulas for Malliavin derivatives of diffusion processes.

Jérôme Detemple, René Garcia, Marcel Rindisbacher

Finance Stochastics, 2005