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Falko Baustian

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2020 – today

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2021
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  - journals/corr/abs-2105-00051
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  - https://dblp.org/rec/journals/corr/abs-2105-00051
Falko Baustian, Martin Fencl, Jan Pospisil, Vladimír Svígler:
A note on a PDE approach to option pricing under xVA. CoRR abs/2105.00051 (2021)

2010 – 2019

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2019
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  - journals/corr/abs-1912-06533
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Falko Baustian, Katerina Filipová, Jan Pospisil:
Solution of option pricing equations using orthogonal polynomial expansion. CoRR abs/1912.06533 (2019)

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