Dr. J.h.m. Anderluh
Assistant Professor
Department of Electrical Engineering, Mathematics and Comput
Delft University of Technology
Netherlands
Biography
Dr. J.H.M. Anderluh is an assistant professor at Department of Electrical Engineering, Mathematics and Computer Science, Delft University of Technology. He is also the Director of Fund Management company HiQ Invest (80%). His research interest is in applied probability.
Research Interest
Applied Probability
Publications
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Pricing options with non-standard barrier mechanisms
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Algorithmic counterparty credit exposure for multi-asset Bermudan options
