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Single name credit default swaptions meet single sided jump models
Jönsson, Henrik; Schoutens, Wim - In: Review of Derivatives Research 11 (2008) 1, pp. 153-169
Persistent link: https://www.econbiz.de/10005542786
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The β-variance gamma model
Schoutens, Wim; Damme, Geert - In: Review of Derivatives Research 14 (2011) 3, pp. 263-282
Persistent link: https://www.econbiz.de/10009327367
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Calibration risk: Illustrating the impact of calibration risk under the Heston model
Guillaume, Florence; Schoutens, Wim - In: Review of Derivatives Research 15 (2012) 1, pp. 57-79
Persistent link: https://www.econbiz.de/10010867549