Andreas J. Grau

Applications of Least-Squares Regressions to Pricing and Hedging of Financial Derivatives

Andreas J. Grau, 2008 .

High-Dimensional Regression on Sparse Grids Applied to Pricing Moving Window Asian Options

R. Zagst, Andreas J. Grau, Stefan Dirnstorfer, 2013 .

Device for energy efficient estimating a yield of a financial product

Andreas J. Grau, Stefen Dirnstorfer, 2009 .