Johan Christoffer K Auster

Johan Christoffer K Auster

PhD Student

ORCID: 0000-0002-0060-6024

Publication year:
All
1 - 2 out of 2Page size: 10
  1. 2022
  2. Published

    Automatic differentiation for diffusion operator integral variance reduction

    Auster, Johan Christoffer K, 18 Feb 2022, In: Journal of Computational Finance. 25, 4, p. 27-53 27 p., 2.

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. Published

    JDOI variance reduction method and the pricing of American-style options

    Auster, Johan Christoffer K, Mathys, L. & Maeder, F., 2022, In: Quantitative Finance. 22, 4, p. 639-656

    Research output: Contribution to journal › Journal article › Research › peer-review

ID: 240296379