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Publications by Juergen Topper

Worst Case Pricing of Rainbow Options

SSRN Electronic Journal

English

Related publications

The Worst Case for Real Options

Journal of Optimization Theory and Applications

Management Science

Applied Mathematics

Operations Research

English

Worst-Case Scenarios for American Options

International Journal of Theoretical and Applied Finance

English

Strategic Pricing of Financial Options

SSRN Electronic Journal

English

Pricing Vulnerable Options With Copulas

SSRN Electronic Journal

English

Pricing Options Using Trinomial Lattice Method

Journal of Finance and Economics

English

Pricing Vulnerable Options With Jump Clustering

Journal of Futures Markets

English

Pricing American-Style Options by Simulation

Financial Markets and Portfolio Management

English

American Options. Pricing and Volatily Calibration.

English

Model Uncertainty and the Pricing of American Options

Finance and Stochastics

English