Narrow search
Showing 1 - 6 of 6
Cover Image
A class of arbitrage-free log-normal-short-rate two-factor models
Rebonato, Riccardo - In: Applied mathematical finance 4 (1997) 4, pp. 223-236
Persistent link: https://www.econbiz.de/10001238758
Cover Image
A coherent aggregation framework for stress testing and scenario analysis
Kwiatkowski, Jan; Rebonato, Riccardo - In: Applied mathematical finance 18 (2011) 1/2, pp. 139-154
Persistent link: https://www.econbiz.de/10009155487
Cover Image
Coupling backward induction with Monte Carlo simulations : a fast Fourier transform (FFT) approach
Rebonato, Riccardo - In: Applied mathematical finance 5 (1998) 2, pp. 131-141
Persistent link: https://www.econbiz.de/10001245473
Cover Image
Coupling backward induction with Monte Carlo simulations: A fast Fourier transform (FFT) approach
Rebonato, Riccardo; Cooper, Ian - In: Applied mathematical finance 5 (1998) 2, pp. 131
Persistent link: https://www.econbiz.de/10008218760
Cover Image
A class of arbitrage-free log-normal-short-rate two-factor models
Rebonato, Riccardo - In: Applied mathematical finance 4 (1997) 4, pp. 223-236
Persistent link: https://www.econbiz.de/10008219543
Cover Image
A Coherent Aggregation Framework for Stress Testing and Scenario Analysis
Kwiatkowski, Jan; Rebonato, Riccardo - In: Applied mathematical finance 18 (2011) 2, pp. 139-155
Persistent link: https://www.econbiz.de/10008878460