Statistics
Publications
3
Citations
116
H-Index
3
Active since
2003
Affiliations
UniCredit (Italy)(Current)
Martin Krekel is an author at UniCredit (Italy) specializing in option pricing, quantitative management, and mathematical programming.
Publications per year
2003–2008
3
3
An analysis of pricing methods for baskets options
Martin Krekel, Johan de Kock, Ralf Korn et al. · Wilmott · 2004 · 48 citations
Mathematical Programming, Option Pricing, Forward-oriented Notation +11
Optimal Portfolios with Fixed Consumption or Income Streams
Ralf Korn, Martin Krekel · SSRN Electronic Journal · 2003 · 19 citations · Full text
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