Narrow search
Showing 1 - 5 of 5
Cover Image
Pricing and risk management of interest rate swaps
Mitra, Sovan; Date, Paresh; Mamon, Rogemar; Wang, I-chieh - In: European journal of operational research : EJOR 228 (2013) 1, pp. 102-111
Persistent link: https://www.econbiz.de/10009734148
Cover Image
Pricing and risk management of interest rate swaps
Mitra, Sovan; Date, Paresh; Mamon, Rogemar; Wang, I-Chieh - In: European journal of operational research : EJOR 228 (2013) 1, pp. 102-111
Persistent link: https://www.econbiz.de/10010092322
Cover Image
Electricity futures price models : calibration and forecasting
Islyaev, Suren; Date, Paresh - In: European journal of operational research : EJOR 247 (2015) 1, pp. 144-154
Persistent link: https://www.econbiz.de/10011347115
Cover Image
A fast calibrating volatility model for option pricing
Date, Paresh; Islyaev, Suren - In: European journal of operational research : EJOR 243 (2015) 2, pp. 599-606
Persistent link: https://www.econbiz.de/10010510013
Cover Image
Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting
Date, Paresh; Wang, Chieh - In: European journal of operational research : EJOR 195 (2009) 1, pp. 156-166
Persistent link: https://www.econbiz.de/10008161131