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~isPartOf:"International journal of theoretical and applied finance"
~person:"Benth, Fred Espen"
~person:"Genaro, Alan de"
~person:"Hui, Cho H."
~person:"McWalter, Thomas A."
~type_genre:"Aufsatz in Zeitschrift"
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Efficient long-dated swaption volatility approximation in the forward-LIBOR model
Van Appel, Jacques
;
McWalter, Thomas A.
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011892565
Saved in:
2
Pricing interest rate derivatives under monetary changes
Genaro, Alan de
;
Avellaneda, Marco
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011926590
Saved in:
3
The CARMA interest rate model
Andresen, Arne
;
Benth, Fred Espen
;
Koekebakker, Steen
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
Saved in:
4
Effect of asset value correlation on credit-linked note values
Hui, Cho H.
;
Lo, C. F.
- In:
International journal of theoretical and applied finance
5
(
2002
)
5
,
pp. 455-478
Persistent link: https://www.econbiz.de/10001687127
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