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source:"econis"
~accessRights:"restricted"
~person:"Grbac, Zorana"
~subject:"Interest rate derivative"
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Interest rate derivative
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Option pricing theory
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Grbac, Zorana
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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ECONIS (ZBW)
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A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
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Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
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Interest rate modeling : post-crisis challenges and approaches
Grbac, Zorana
;
Runggaldier, Wolfgang J.
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2015
Persistent link: https://www.econbiz.de/10011699700
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