Marcel Scharth

According to our database, Marcel Scharth authored at least 1 paper in 2011.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2011

Monte Carlo option pricing with asymmetric realized volatility dynamics.

David E. Allen, Michael McAleer, Marcel Scharth

Math. Comput. Simul., 2011