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A pricing method for options based on average asset values
Kemna, A. G. Z.; Vorst, Ton - In: Options : classic approaches to pricing and modelling, (pp. 345-360). 1999
Persistent link: https://www.econbiz.de/10001772465
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Interaction between the London and New York stock exchange during common trading hours
Kofman, Paul - In: Proceedings of the 1995 Econometrics Conference at …, (pp. 25-48). 1995
Persistent link: https://www.econbiz.de/10001294228
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An empirical analysis of CDO data
Leijdekker, Vincent; Voort, Martijn van der; Vorst, Ton - In: Credit risk : models, derivatives, and management, (pp. 457-484). 2008
Persistent link: https://www.econbiz.de/10003718593
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Modelling inflation
Mercurio, Fabio; Yildirim, Yildiray - In: Inflation risks and products : the complete guide, (pp. 367-379). 2008
Persistent link: https://www.econbiz.de/10003970880
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Libor market models with stochastic basis
Mercurio, Fabio - In: Interest rate modelling after the financial crisis, (pp. 323-368). 2013
Persistent link: https://www.econbiz.de/10011456998