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~person:"Stoep, Anthonie W. van der"
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Stoep, Anthonie W. van der
Grzelak, Lech A.
36
Oosterlee, Cornelis W.
25
Oosterlee, Cornelis Willebrordus
8
van der Stoep, Anthonie
4
Chen, Bin
3
Singor, Stefan N.
3
van Weeren, Sacha
3
Deelstra, Griselda
2
Grzelak, Lech A
2
Leitao Rodriguez, Alvaro
2
Liu, Shuaiqiang
2
Oosterlee, Cornelis W
2
Wolf, Felix Lukas
2
Borovykh, Natalia
1
Bragt, David D. B. van
1
Bragt, David D.B. van
1
Casamassima, Emanuele
1
GRZELAK, LECH A.
1
Mulder, Frank A.
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OOSTERLEE, CORNELIS W.
1
STOEP, ANTHONIE W. VAN DER
1
Suárez-Taboada, M.
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Weeren, Sacha Van
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Witteveen, J. A. S.
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Zwaard, Thomas van der
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van Bragt, David D.B.
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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Collocating volatility : a competitive alternative to stochastic local volatility models
Stoep, Anthonie W. van der
;
Grzelak, Lech A.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012496758
Saved in:
2
The time-dependent FX-SABR model : efficient calibration based on effective parameters
Stoep, Anthonie W. van der
;
Grzelak, Lech A.
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011403947
Saved in:
3
The Heston stochastic-local volatility model : efficient Monte Carlo simulation
Stoep, Anthonie W. van der
;
Grzelak, Lech A.
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010498851
Saved in:
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