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G

Gero Junike

Carl von Ossietzky Universitat Oldenburg

5H-index
31Paper Count
77Citation Count
Published Papers 3
Publication Date
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Enhancing the COS method with machine learning
errInternational Journal of Computer Mathematics
IF1.3
err2025-10-01
err0
PREAI
errBrignone, Riccardo; Stier, Hauke; Junike, Gero
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Exact simulation of stochastic volatility models based on conditional Fourier-cosine method
errEuropean Journal of Operational Research
IF6
err2025-09-13
err0
errOAAI
errRiccardo Brignone; Gero Junike
errShare
errSave
Precise option pricing by the COS method-How to choose the truncation range
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2022-05-01
err10
errOAAI
errJunike, Gero; Pankrashkin, Konstantin
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errSave

Research Directions

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Co-authors
Cooperation Journals
K
Konstantin Pankrashkin
H-index: 18 · Papers: 107
R
Riccardo Brignone
H-index: 6 · Papers: 27
H
Hauke Stier
H-index: 1 · Papers: 9
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