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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
ICMA Centre Discussion Papers in Finance
45
Discussion paper / ICMA Centre, Henley Business School, University of Reading
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Journal of banking & finance
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The journal of futures markets
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Journal of Futures Markets
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Fast swaption pricing in Gaussian term structure models
Choi, Jaehyuk
;
Shin, Sungchan
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 962-982
Persistent link: https://www.econbiz.de/10011583816
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Analytic approximations for multi-asset option pricing
Alexander, Carol
;
Venkatramanan, Aanand
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 667-689
Persistent link: https://www.econbiz.de/10009614941
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ANALYTIC APPROXIMATIONS FOR MULTI‐ASSET OPTION PRICING
Alexander, Carol
;
Venkatramanan, Aanand
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 667-690
Persistent link: https://www.econbiz.de/10010012283
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