Concepedia

Author

Jasper Anderluh

Delft University of Technology

Also Known As

J. H. M. ANDERLUH, J. H. M. Anderluh, J.H.M. Anderluh, Jasper Anderluh

8

Publications

74

Citations

5

H-Index

12

Concepts

All Affiliations

Delft University of Technology
JA

About

Jasper Anderluh is an author at Delft University of Technology specializing in engineering, asset pricing, and option pricing.

Top Concepts

#ConceptH-IndexPublicationsCitations

1

Business

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Engineering

2

2

33

3

Asset Pricing

2

2

33

4

Economics

1

1

11

5

Finance

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11

Jasper Anderluh

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3

Publications

49

Citations

3

H-Index

YearCitations

Double-sided Parisian option pricing

Jasper Anderluh, J.A.M. van der Weide

Finance and Stochastics

2009

22

Pricing Parisians and barriers by hitting time simulation

Jasper Anderluh

European Journal of Finance

2008

16

A Benchmark Approach of Counterparty Credit Exposure of Bermudan Option under Lévy Process: The Monte Carlo-COS Method

Yanbin Shen, J.A.M. van der Weide, Jasper Anderluh

Procedia Computer Science

2013

11

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