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Michael Günther · Study
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Author
Michael Günther
8 works
· latest 2019
· 2 institutions
cluster: provisional
ORCID 0000-0002-2195-4300
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Citations
247
Works here
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19
Most cited in this library
Structure preserving stochastic integration schemes in interest rate derivative modeling
2006 · 65 citations
ON THE HESTON MODEL WITH STOCHASTIC CORRELATION
2016 · 32 citations
Modelling stochastic correlation
2016 · 31 citations
The pricing of Quanto options under dynamic correlation
2014 · 31 citations
Combined Miller/Atkinson Strategy for Future Downsizing Concepts
2014 · 24 citations
Works
8 shown
A multi-step scheme based on cubic spline for solving backward stochastic differential equations
Applied Numerical Mathematics
·
2019
·
3 authors
·
Open access
18
citations
ON THE HESTON MODEL WITH STOCHASTIC CORRELATION
International Journal of Theoretical and Applied Finance
·
2016
·
3 authors
32
citations
Modelling stochastic correlation
Journal of Mathematics in Industry
·
2016
·
3 authors
·
Open access
31
citations
A versatile approach for stochastic correlation using hyperbolic functions
International Journal of Computer Mathematics
·
2015
·
3 authors
22
citations
The pricing of Quanto options under dynamic correlation
Journal of Computational and Applied Mathematics
·
2014
·
3 authors
·
Open access
31
citations
Combined Miller/Atkinson Strategy for Future Downsizing Concepts
MTZ worldwide
·
2014
·
3 authors
24
citations
Complete the Correlation Matrix
Springer eBooks
·
2007
·
2 authors
·
chapter
24
citations
Structure preserving stochastic integration schemes in interest rate derivative modeling
Applied Numerical Mathematics
·
2006
·
3 authors
65
citations