Ricardo Pachon

Identifiers

• name variant Ricardo Pachon 0.50 · backfill

Papers (1)

1. Fast Calculation of Credit Exposures for Barrier and Bermudan options using Chebyshev interpolation q-fin.CP · 2019 · author #2

Mentions

No mention provenance yet.

Frequent Coauthors

• Christian P\"otz 1 shared papers
• Kathrin Glau 1 shared papers