Wolfram Boenkost

According to our database, Wolfram Boenkost authored at least 1 paper in 2018.

Collaborative distances:

• no known Dijkstra number.
• no known Erdős number.

2018

The Heston stochastic volatility model with piecewise constant parameters - efficient calibration and pricing of window barrier options.

Daniel Guterding, Wolfram Boenkost

J. Comput. Appl. Math., 2018