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Search: person:"Grzelak, Lech A."
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CSA
Option pricing theory
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Optionspreistheorie
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Deelstra, Griselda
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Grzelak, Lech A.
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Wolf, Felix Lukas
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International journal of theoretical and applied finance : IJTAF
1
Quantitative finance
1
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ECONIS (ZBW)
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1
Sensitivities and hedging of the collateral choice option
Deelstra, Griselda
;
Grzelak, Lech A.
;
Wolf, Felix Lukas
- In:
International journal of theoretical and applied …
25
(
2022
)
6
,
pp. 1-35
Persistent link: https://www.econbiz.de/10014235062
Saved in:
2
Cheapest-to-deliver collateral : a common factor approach
Wolf, Felix Lukas
;
Grzelak, Lech A.
;
Deelstra, Griselda
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 707-723
Persistent link: https://www.econbiz.de/10013367854
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