A Aralex Aachen research explorer

Quantitative Finance Sign in to save

Search and filter its papers →

2

Aachen authors

Patent citations

–

h-index (all)

Aachen papers per year

20

21

22

Papers 4

Pricing American options by exercise rate optimization
2020 Quantitative Finance article Economics, Econometrics and Finance Stochastic processes and financial applications Open access

Christian Bayer, Raul F. Tempone, Sören Wolfers

23

citations
Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model
2020 Quantitative Finance article Economics, Econometrics and Finance Stochastic processes and financial applications Open access

17

citations
Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing
2022 Quantitative Finance article Economics, Econometrics and Finance Stochastic processes and financial applications Open access

Christian Bayer, Chiheb Ben Hammouda, Raul F. Tempone

9

citations
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
2021 Quantitative Finance article Economics, Econometrics and Finance Complex Systems and Time Series Analysis Open access

8

citations

4 results

Most active Aachen authors

Raul F. Tempone 8,709 citations overall
2 papers
Chiheb Ben Hammouda 72 citations overall
1 paper