20042015

Research output per year

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Research Output

  • 6 Article
  • 3 Conference contribution
  • 1 Dissertation (TU Delft)

Algorithmic counterparty credit exposure for multi-asset Bermudan options

Yanbin, S., Anderluh, JHM. & van der Weide, JAM., 2015, In : International Journal of Theoretical and Applied Finance. 18, 1

Research output: Contribution to journalArticleScientific

Open Access

Pricing options with non-standard barrier mechanisms

Anderluh, JHM. & Meester, LE., 2013, In : The Journal of Derivatives. 21, 2, p. 75-88 14 p.

Research output: Contribution to journalArticleScientificpeer-review

Open Access

Financiele wiskunde / Model en werkelijkheid ontmoeten elkaar in de crisis

Anderluh, JHM., 2010, In : Machazine der W.I.S.V. Christiaan Huygens. 15, 2, p. 31-32 2 p.

Research output: Contribution to journalArticleProfessional

Double-sided parisian option pricing

Anderluh, JHM. & van der Weide, JAM., 2009, In : Finance and Stochastics. 13, 2, p. 205-234 30 p.

Research output: Contribution to journalArticleScientificpeer-review

10 Citations (Scopus)

Commodity volatility modelling and option pricing with a potential function approach

Anderluh, JHM. & Borovkova, SA., 2008, In : The European Journal of Finance. 14, 2, p. 91-113 23 p.

Research output: Contribution to journalArticleScientificpeer-review

3 Citations (Scopus)