Bender Christian

Christian Bender

Information about the author Christian Bender will soon be added to the site.
Found 2 papers in total
Enhanced policy iteration for American options via scenario selection
2008
Kolodko & Schoenmakers and Bender & Schoenmakers introduced a policy iteration...
Arbitrage in a discrete version of the Wick-fractional Black–Scholes market
2004
We consider binary market models based on the discrete Wick product instead of the...
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