Erschienen in: EHRHARDT, Matthias, ed., Michael GÜNTHER, ed., E. Jan W. TER MATEN, ed.. Novel Methods in Computational Finance. Cham: Springer International Publishing, 2017, pp. 17-29. Mathematics in Industry. 25. ISBN 978-3-319-87040-3. Available under: doi: 10.1007/978-3-319-61282-9_2
