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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Insurance / Mathematics & economics
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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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2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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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8
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
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