W. Schachermayer, J. Teichmann:
"How close are the Option Pricing Formulas of Bachelier and Black-Merton-Scholes?";
Mathematical Finance, 18 (2008), 1; 155 - 170.
Project Head Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)
Project Head Josef Teichmann:
START Preis Projekt: Geometrie stochastischer Differentialgleichungen