Narrow search
Showing 1 - 9 of 9
Cover Image
Pricing double barrier options using analytical inversion of Laplace transforms
Pelsser, Antoon André Jean - 1998
Persistent link: https://www.econbiz.de/10000988117
Cover Image
Mathematical foundation of convexity correction
Pelsser, Antoon André Jean - 2001
Persistent link: https://www.econbiz.de/10001692631
Cover Image
Transaction costs and efficiency of portfolio strategies
Pelsser, Antoon André Jean; Vorst, Ton - 1994
Persistent link: https://www.econbiz.de/10000912212
Cover Image
Pricing of flexible and limit caps
Pelsser, Antoon André Jean; Vorst, Ton - 1998
Persistent link: https://www.econbiz.de/10000988114
Cover Image
Markov-functional interest rate models
Hunt, Philip A.; Kennedy, Joanne; Pelsser, Antoon … - 1998
Persistent link: https://www.econbiz.de/10000988115
Cover Image
Arbitrage-free pricing of quanto-swaptions
Hunt, Philip A.; Pelsser, Antoon André Jean - 1998
Persistent link: https://www.econbiz.de/10000988119
Cover Image
Optimal optioned portfolios with confidence limits on shortfall constraints
Pelsser, Antoon André Jean; Vorst, Ton - 1996
Persistent link: https://www.econbiz.de/10000966912
Cover Image
Market value of insurance contracts with profit sharing
Bouwknegt, Pieter; Pelsser, Antoon André Jean - 2001
Persistent link: https://www.econbiz.de/10001692626
Cover Image
Libor market models verus swap market models for pricing interest rate derivatives: an empirical analysis
Jong, Frank de; Driessen, Joost; Pelsser, Antoon André Jean - 2001
Persistent link: https://www.econbiz.de/10001692635