Marcel Rindisbacher

Orcid: 0000-0002-0807-7868

According to our database1, Marcel Rindisbacher authored at least 5 papers between 2005 and 2026.

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

2026
Volatility During the COVID-19 Pandemic.
Manag. Sci., 2026

2022
Vanishing Contagion Spreads.
Manag. Sci., 2022

2007
Monte Carlo methods for derivatives of options with discontinuous payoffs.
Comput. Stat. Data Anal., 2007

2005
Asymptotic Properties of Monte Carlo Estimators of Derivatives.
Manag. Sci., 2005

Representation formulas for Malliavin derivatives of diffusion processes.
Finance Stochastics, 2005


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