Joerg Kienitz

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Papers (2)

1. Quantization Under the Real-world Measure: Fast and Accurate Valuation of Long-dated Contracts q-fin.CP · 2018 · author #3
2. Fast Quantization of Stochastic Volatility Models q-fin.MF · 2017 · author #3

Mentions

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Frequent Coauthors

• Eckhard Platen 2 shared papers
• Ralph Rudd 2 shared papers
• Thomas A. McWalter 2 shared papers