Johannes Stolte

Identifiers

• name variant Johannes Stolte 0.60 · backfill

Papers (2)

1. Randomisation and recursion methods for mixed-exponential Levy models, with financial applications math.PR · 2014 · author #3
2. Fast computation of vanilla prices in time-changed models and implied volatilities using rational approximations q-fin.CP · 2012 · author #2

Mentions

• 1410.7316 #3 · backfill · confidence 0.70 Johannes Stolte
• 1203.6899 #2 · backfill · confidence 0.70 Johannes Stolte

Frequent Coauthors

• Martijn Pistorius 2 shared papers
• Aleksandar Mijatovic 1 shared papers