Thomas Gerstner

Identifiers

• name variant Thomas Gerstner 0.60 · backfill

Papers (1)

1. Monte Carlo pathwise sensitivities for barrier options q-fin.CP · 2018 · author #1

Mentions

• 1804.03975 #1 · arxiv_oai · confidence 0.70 Thomas Gerstner

Frequent Coauthors

• Bastian Harrach 1 shared papers
• Daniel Roth 1 shared papers