Susanne Kruse

According to our database, Susanne Kruse authored at least 1 paper in 2005.

Collaborative distances:

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

2005

On the pricing of forward starting options in Heston's model on stochastic volatility.

Susanne Kruse, Ulrich Nögel

Finance Stochastics, 2005