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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"The journal of computational finance"
~isPartOf:"The review of financial studies"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Cheyette, Oren"
~person:"Coonjobeharry, Radha Krishn"
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Advances in futures and options research : a research annual
The journal of computational finance
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
Interest rate, term structure, and valuation modeling
1
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ECONIS (ZBW)
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A novel partial integrodifferential equation-based framework for pricing interest rate derivatives under jump-extended short-rate models
Coonjobeharry, Radha Krishn
;
Tangman, Désiré Yannick
; …
- In:
The journal of computational finance
18
(
2014/2015
)
4
,
pp. 129-161
Persistent link: https://www.econbiz.de/10011441273
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Pricing options on multiple assets
Cheyette, Oren
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 69-81
Persistent link: https://www.econbiz.de/10001101742
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