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Modern computational finance :...
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Theorie
16
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Option pricing theory
14
Optionspreistheorie
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10
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9
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7
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Andersen, Leif B. G.
46
Andersen, Leif
26
Andreasen, Jesper
13
Savine, Antoine
10
Andreasen, Jesper Fredborg
6
Lake, Mark
6
Andersen, L.
5
Sidenius, Jakob
5
Brotherton-Ratcliffe, Rupert
4
Duffie, Darrell
4
Piterbarg, Vladimir
4
Song, Yang
4
ANDERSEN, LEIF
3
Lipton, Alexander
3
Pykhtin, Michael
3
Sokol, Alexander
3
Albanese, Claudio
2
Broadie, Mark
2
Buffum, Dan
2
Huge, Brian Norsk
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Piterbarg, Vladimir V.
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Basu, Susanta
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Dickinson, Andrew Samuel
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Nielsen, P.K.
1
PITERBARG, VLADIMIR
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SIDENIUS, JAKOB
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SONG, YANG
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The journal of computational finance
8
Fleischwirtschaft : von der Erzeugung bis zur Vermarktung von Lebensmitteln tierischen Ursprungs ; Organ des Bundesverbandes der Deutschen Fleischwarenindustrie e.V., Bonn
4
Review of derivatives research
4
Wilmott
4
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3
Risk : managing risk in the world's financial markets
3
The journal of credit risk : published quarterly by Incisive Media
3
Applied mathematical finance
2
Finance and Stochastics
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
International journal of theoretical and applied finance
2
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2
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2
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1
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The definitive guide to CDOs : market, application, valuation and hedging
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ECONIS (ZBW)
57
OLC EcoSci
15
RePEc
11
Other ZBW resources
5
USB Cologne (EcoSocSci)
1
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1
Static replication of barrier options : some general results
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
; …
- In:
The journal of computational finance
5
(
2002
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001695829
Saved in:
2
Simple and efficient simulation of the Heston stochastic volatility model
Andersen, Leif B. G.
- In:
The journal of computational finance
11
(
2007/08
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10003699934
Saved in:
3
Option pricing with quadratic volatility : a revisit
Andersen, Leif B. G.
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 191-219
Persistent link: https://www.econbiz.de/10009159127
Saved in:
4
Discount curve construction with tension splines
Andersen, Leif B. G.
- In:
Review of derivatives research
10
(
2007
)
3
,
pp. 227-267
Persistent link: https://www.econbiz.de/10003748110
Saved in:
5
Moment explosions in stochastic volatility models
Andersen, Leif B. G.
;
Piterbarg, Vladimir V.
- In:
Finance and stochastics
11
(
2007
)
1
,
pp. 29-50
Persistent link: https://www.econbiz.de/10003410634
Saved in:
6
Factor models for CDO pricing
Andersen, Leif B. G.
;
Pterbarg, Victor L.
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 259-291)
.
2008
Persistent link: https://www.econbiz.de/10003918721
Saved in:
7
A new framework for dynamic credit portfolio loss modelling
Sidenius, Jakob
;
Piterbarg, Vladimir
;
Andersen, Leif B. G.
- In:
International journal of theoretical and applied finance
11
(
2008
)
2
,
pp. 163-197
Persistent link: https://www.econbiz.de/10003703072
Saved in:
8
Asymptotics for exponential Lévy processes and their volatility smile : survey and new results
Andersen, Leif B. G.
;
Lipton, Alexander
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-98
Persistent link: https://www.econbiz.de/10009725096
Saved in:
9
CDO pricing with factor models : survey and comments
Andersen, Leif B. G.
;
Sidenius, Jakob
- In:
The journal of credit risk : published quarterly by …
1
(
2005
)
3
,
pp. [71]-88
Persistent link: https://www.econbiz.de/10003198839
Saved in:
10
Extended Libor market models with stochastic volatility
Andersen, Leif B. G.
;
Brotherton-Ratcliffe, Rupert
- In:
The journal of computational finance
9
(
2005
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10003191097
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