Search Results - subject:"swaptions"

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Hattori, Takahiro - In: Finance research letters 45 (2022), pp. 1-5

Persistent link: https://www.econbiz.de/10014574914

Baviera, Roberto - In: International journal of theoretical and applied finance 22 (2019) 5, pp. 1-24

Persistent link: https://www.econbiz.de/10012153037

Tee, Chyng Wen; Kerkhof, Franciscus Lambertus Johannes - In: International journal of theoretical and applied finance 24 (2021) 4, pp. 1-31

Persistent link: https://www.econbiz.de/10012652680

Gatarek, Dariusz; Jabłecki, Juliusz - In: The journal of computational finance 21 (2017/2018) 5, pp. 35-62

Persistent link: https://www.econbiz.de/10011860899

Jabłecki, Juliusz - In: The journal of computational finance 22 (2018) 2, pp. 101-131

Persistent link: https://www.econbiz.de/10011976669

Gambaro, Anna Maria; Caldana, Ruggero; Fusai, Gianluca - In: Handbook of recent advances in commodity and financial …, (pp. 183-208). 2018

Persistent link: https://www.econbiz.de/10011898636

Ahdida, Abdelkoddousse; Alfonsi, Aurélien; Palidda, Ernesto - In: The journal of computational finance 21 (2017) 1, pp. 115-157

Persistent link: https://www.econbiz.de/10011691616

Bermin, Hans-Peter; Williams, Gareth - In: International journal of theoretical and applied finance 20 (2017) 2, pp. 1-20

Persistent link: https://www.econbiz.de/10011686834

Filipović, Damir; Larsson, Martin; Trolle, Anders B. - In: The journal of finance : the journal of the American … 72 (2017) 2, pp. 655-704

Persistent link: https://www.econbiz.de/10011738502

Papapantoleon, Antonis; Schoenmakers, John; Skovmand, David - School of Economics and Management, University of Aarhus - 2011

Picard approximation of suitable processes. Numerical experiments for FRAs, caps and swaptions show that the approximations …

Persistent link: https://www.econbiz.de/10009148813

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