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Efficient solutions for pricing and hedging interest rate Asian options
Silva, Allan Jonathan da; Baczynski, Jack; Vicente, … - 2020
Persistent link: https://www.econbiz.de/10012171315
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Do the central bank actions reduce interest rate volatility?
Marins, Jaqueline Terra Moura; Vicente, José Valentim … - In: Economic modelling 65 (2017), pp. 129-137
Persistent link: https://www.econbiz.de/10011813619
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Do central bank actions reduce interest rate volatility?
Marins, Jaqueline Terra Moura; Vicente, José Valentim … - 2017
Persistent link: https://www.econbiz.de/10011944956
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A discrete monitoring method for pricing Asian interest rate options
Silva, Allan Jonathan da; Baczynskiy, Jack; Vicente, … - 2015
Persistent link: https://www.econbiz.de/10011444652