Narrow search
Showing 1 - 2 of 2
Cover Image
Pitfalls of the fourier transform method in affine models, and remedies
Levendorskij, Sergej Z. - In: Applied mathematical finance 23 (2016) 1/2, pp. 81-134
Persistent link: https://www.econbiz.de/10011546994
Cover Image
American options in the Heston model with stochastic interest rate and its generalizations
Bojarčenko, Svetlana I.; Levendorskij, Sergej Z. - In: Applied mathematical finance 20 (2013) 1/2, pp. 26-49
Persistent link: https://www.econbiz.de/10009737181