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1. 1
   online resource

   Pricing Employee Stock Options under Stochastic Volatility

   by Sayer, Tilman
   Published in SSRN Electronic Journal (2013)

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2. 2
   online resource

   Joining the Heston and a Three-Factor Hull-White Model: A Closed-Form Approach

   by Horsky, Roman, Sayer, Tilman
   Published in SSRN Electronic Journal (2014)

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3. 3
   online resource

   Pricing American Options in the Heston Model: A Close Look on Incorporating Correlation

   by Ruckdeschel, Peter, Sayer, Tilman, Szimayer, Alexander
   Published in SSRN Electronic Journal (2011)

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4. 4
   online resource

   Filter-based portfolio strategies in an HMM setting with varying correlation parametrizations

   by Erlwein-Sayer, Christina, Grimm, Stefanie, Ruckdeschel, Peter, Sass, Jörn, Sayer, Tilman
   Published in SSRN eLibrary (2016)

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5. 5
   online resource

   An Impact Measure for News: It's Use in (Daily) Trading Strategies

   by Yu, Xiang, Mitra, Gautam, Arbex-Valle, Cristiano, Sayer, Tilman
   Published in SSRN Electronic Journal (2020)

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6. 6
   online resource

   Computation of the Delta of European Options Under Stochastic Volatility Models

   by Yolcu-Okur, Yeliz, Sayer, Tilman, Yilmaz, Bilgi, Inkaya, B. Alper
   Published in SSRN Electronic Journal (2016)

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7. 7
   online resource

   Portfolio Strategies and Estimation in a Hidden Markov Model Using State Dependent, State Independent or No Correlation

   by Erlwein-Sayer, Christina, Grimm, Stefanie, Sass, JJrn, Sayer, Tilman
   Published in SSRN Electronic Journal (2016)

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8. 8
   online resource

   An Impact Measure for News: Its Use in Daily Trading Strategies

   by Yu, Xiang, Mitra, Gautam, Arbex-Valle, Cristiano, Sayer, Tilman
   Published in SSRN Electronic Journal (2015)

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