Statistics
Publications
3
Citations
274
H-Index
3
Active since
1995
Affiliations
Goldman Sachs (United States)(Current)
Deniz Ergener is an author at Goldman Sachs (United States) specializing in option pricing, fault tolerance, and mathematical programming.
Publications per year
1995–2000
3
3
Emanuel Derman, Deniz Ergener, Iraj Kani · The Journal of Derivatives · 1995 · 203 citations
Static Options Replication, Option Pricing, Data Consistency +5
Enhanced Numerical Methods for Options with Barriers
Emanuel Derman, Iraj Kani, Deniz Ergener et al. · Financial Analysts Journal · 1995 · 61 citations
Numerical Analysis, Mathematical Programming, Option Pricing +12
Emanuel Derman, Deniz Ergener, Iraj Kani · 2000 · 10 citations
Static Options Replication, Option Pricing, Data Consistency +5
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