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Fast quantization of stochastic volatility models
Rudd, Ralph; McWalter, Thomas A.; Kienitz, Jörg; … - 2017
Persistent link: https://www.econbiz.de/10011778174
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Quadratic hedging of basis risk
Hulley, Hardy; McWalter, Thomas A. - 2008
Persistent link: https://www.econbiz.de/10003857124
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Option valuation in multivariate SABR models
Kienitz, Jörg; Wittke, Manuel - 2010
Persistent link: https://www.econbiz.de/10008662187
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Aspects of optimal capital structure and default risk
Acar, Sarp Kaya (contributor) - 2007
Persistent link: https://www.econbiz.de/10003406506
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A guide on the implementation of the Heath-Jarrow-Morton two-factor Gaussian short rate model (HJM-G2++)
Acar, Sarp Kaya; Natcheva-Acar, Kalina - 2009
Persistent link: https://www.econbiz.de/10009688321