Narrow search
Showing 1 - 10 of 2,850
Cover Image
Cross-currency LIBOR market models
Mikkelsen, Peter - 2001
Persistent link: https://www.econbiz.de/10001634329
Cover Image
Stock index dynamics and the valuation of stock index derivatives in a general equilibrium model with stochastic interest rates
Sørensen, Carsten - 1996
Persistent link: https://www.econbiz.de/10000950913
Cover Image
Missing parameters in option prices
Heston, Steven L. - 1992
Persistent link: https://www.econbiz.de/10000912009
Cover Image
Efficient control variates and strategies for Bermudan swaptions in a libor market model
Jensen, Malene Shin; Svenstrup, Mikkel - 2002
Persistent link: https://www.econbiz.de/10001746714
Cover Image
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte; Strunk Hansen, Charlotte - 2000
Persistent link: https://www.econbiz.de/10001453874
Cover Image
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki - 2002
Persistent link: https://www.econbiz.de/10001721470
Cover Image
Pitfalls in estimating jump-diffusion models
Honoré, Peter - 1998
Persistent link: https://www.econbiz.de/10000994072
Cover Image
Fair valuation of life insurance liabilities : the impact of interest rate guarantees, surrender options, and bonus policies
Grosen, Anders; Løchte Jørgensen, Peter - 1999
Persistent link: https://www.econbiz.de/10001375327
Cover Image
The empirical performance of option based densities of foreign exchange
Craig, Ben R.; Keller, Joachim G. - 2002
Persistent link: https://www.econbiz.de/10001650407
Cover Image
The structure of binomial lattice models for bonds
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1992 - Version 2
Persistent link: https://www.econbiz.de/10000893012