Similar Search Results

Marzban, Saeed; Delage, Erick; Li, Jonathan Yu-Meng - In: Quantitative finance 22 (2022) 1, pp. 47-73

Persistent link: https://www.econbiz.de/10012872521

Consiglio, Andrea - 2018

and state-space scenario tree to price GDP-linked bonds. As a by-product of the model we obtain a hedging portfolio. Using …

Persistent link: https://www.econbiz.de/10012924126

Consiglio, Andrea - 2018

and state-space scenario tree to price GDP-linked bonds. As a byproduct of the model, we obtain a hedging portfolio. Using …

Persistent link: https://www.econbiz.de/10012934030

Becherer, Dirk; Kentia Tonleu, Klébert - In: Mathematical methods of operations research 86 (2017) 1, pp. 171-214

Persistent link: https://www.econbiz.de/10011714399

Würth, Andreas Martin - 2009

Persistent link: https://www.econbiz.de/10003845634

Ménassé, Clément; Tankov, Peter - In: Applied mathematical finance 23 (2016) 3/4, pp. 197-235

Persistent link: https://www.econbiz.de/10011704228

Badescu, Alexandru; Castillo, Joan del; Ortega, Juan-Pablo - In: Annals of economics and statistics 123/124 (2016), pp. 271-306

Persistent link: https://www.econbiz.de/10011592752

Leippold, Markus; Stromberg, Jacob - In: Journal of banking & finance 81 (2017), pp. 181-199

Persistent link: https://www.econbiz.de/10011816440

Armstrong, John; Pennanen, Teemu; Rakwongwan, Udomsak - In: International journal of theoretical and applied finance 21 (2018) 6, pp. 1-18

Persistent link: https://www.econbiz.de/10011926583

Consiglio, Andrea; Zenios, Stauros Andrea - 2018

Persistent link: https://www.econbiz.de/10011884964

A service of the