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person:"Glasserman, Paul"
~person:"Chen, Qiang"
~person:"Cziráky, Dario"
~subject:"Zinsstruktur"
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Zinsstruktur
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Glasserman, Paul
Chen, Qiang
Cziráky, Dario
Joshi, Mark S.
15
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The impact of compounding on bond pricing with alternative reference rates
Cziráky, Dario
;
Ponikvar, Ana
- In:
Journal of risk
23
(
2021
)
6
,
pp. 37-66
Persistent link: https://www.econbiz.de/10013473138
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2
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
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3
Numerical solution of jump-diffusion LIBOR market models
Glasserman, Paul
;
Merener, Nicolas
- In:
Finance and stochastics
7
(
2003
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10001724635
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