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~isPartOf:"The journal of computational finance"
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Korn, Ralf
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The journal of computational finance
Berichte zur Stochastik und verwandten Gebieten
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International journal of theoretical and applied finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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The decoupling approach to binomial pricing of multi-asset options
Korn, Ralf
;
Müller, Stefanie
- In:
The journal of computational finance
12
(
2009
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009534617
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2
Robust and accurate Monte Carlo simulation of (cross-) Gammas for Bermudan swaptions in the LIBOR market model
Korn, Ralf
;
Liang, Qian
- In:
The journal of computational finance
17
(
2013/2014
)
3
,
pp. 87-110
Persistent link: https://www.econbiz.de/10010366276
Saved in:
3
Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
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