Rainer Schöbel

According to our database, Rainer Schöbel authored at least 2 papers between 2006 and 2010.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2010

On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options.

Robert Frontczak, Rainer Schöbel

J. Comput. Appl. Math., 2010

2006

Deriving the Dependence Structure of Portfolio Credit Derivatives Using Evolutionary Algorithms.

Svenja Hager, Rainer Schöbel

Proceedings of the Computational Science, 2006