Glau, K.; Gaß, M.
Die PIDE-Methode
RISIKO MANAGER
2014
25
17-24

Glau, K.; Eberlein, E.
A Collection of Results on a Feynman-Kac Representation of Weak Solutions of PIDEs and on Pricing Barrier and Lookback Options in Lévy Models
29 - 39
Contactforum Actuarial and Financial Mathematics Conference, 2011
2011

Glau, K.; Vandaele, N.; Vanmaele, M.
Pricing and Hedging of Interest Rate Derivatives in a Lévy Driven Term Structure Model
75 - 80
Handelingen Contactforum Actuarial and Financial Mathematics Conference, 2010
2010