Concepedia

Susanne Griebsch

SG

Statistics

Publications

2

Citations

41

H-Index

2

Active since

2010

Affiliations

University of Technology Sydney(Current)

Susanne Griebsch is an author at University of Technology Sydney specializing in business, stochastic volatility, and volatility modeling.

Top concepts

Publications per year

2010–2012

2

Publications

2

On the valuation of fader and discrete barrier options in Heston's stochastic volatility model

Susanne Griebsch, Uwe Wystup · Quantitative Finance · 2010 · 27 citations

The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques

Susanne Griebsch · Review of Derivatives Research · 2012 · 14 citations

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