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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
Saved in:
2
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
Saved in:
3
Do central bank actions reduce interest rate volatility?
Marins, Jaqueline Terra Moura
;
Vicente, José Valentim …
-
2017
Persistent link: https://www.econbiz.de/10011944956
Saved in:
4
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
Saved in:
5
Impacts of the Monetary Policy Committee decisions on the foreign exchange rate in Brazil
Vicente, José Valentim Machado
;
Marins, Jaqueline …
-
2021
Persistent link: https://www.econbiz.de/10012628074
Saved in:
6
Impacts of the Monetary Policy Committee decisions on the foreign exchange rate in Brazil
Vicente, José Valentim Machado
;
Marins, Jaqueline …
- In:
Revista Brasileira de Finanças : RBFin
20
(
2022
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10013257720
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