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Risk-neutral valuation of real estate derivatives
Bragt, David van; Francke, Marc K.; Singor, Stefan N.; … - In: The journal of derivatives : the official publication … 23 (2015) 1, pp. 89-110
Persistent link: https://www.econbiz.de/10011399817
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Forward versus spot interest rate models of the term structure
Moraleda Novo, Juan Manuel; Pelsser, Antoon André Jean - In: The journal of derivatives : the official publication … 7 (2000) 3, pp. 9-21
Persistent link: https://www.econbiz.de/10001497753
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Observational equivalence of discrete string models and market models
Kerkhof, Jeroen; Pelsser, Antoon André Jean - In: The journal of derivatives : the official publication … 10 (2002) 1, pp. 55-61
Persistent link: https://www.econbiz.de/10001718690
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Risk-management Bermudan swaptions in a LIBOR model
Pietersz, Raoul; Pelsser, Antoon André Jean - In: The journal of derivatives : the official publication … 11 (2003) 3, pp. 51-62
Persistent link: https://www.econbiz.de/10002007139
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Risk-Managing Bermudan Swaptions in a LIBOR Model
Pietersz, Raoul; Pelsser, Antoon - In: The journal of derivatives : the official publication … 11 (2004) 3, pp. 51-62
Persistent link: https://www.econbiz.de/10005928609
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Observational Equivalence of Discrete String Models and Market Models
Kerkhof, Jeroen; Pelsser, Antoon - In: The journal of derivatives : the official publication … 10 (2002) 1, pp. 55-61
Persistent link: https://www.econbiz.de/10005940819
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Forward versus Spot Interest Rate Models of the Term Structure: An Empirical Comparison
Moraleda, Juan M.; Pelsser, Antoon - In: The journal of derivatives : the official publication … 7 (2000) 3, pp. 9-22
Persistent link: https://www.econbiz.de/10005960434
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THE BINOMIAL MODEL AND THE GREEKS
Pelsser, Antoon; Vorst, Ton - In: The journal of derivatives : the official publication … 1 (1994) 3, pp. 45-49
Persistent link: https://www.econbiz.de/10006002357