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Pricing Swaptions and Coupon B...
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41
Comment on "Modeling non-monotone risk aversion using SAHARA utility functions"
Cui, Zhenyu
- In:
Journal of economic theory
153
(
2014
),
pp. 703-705
Persistent link: https://www.econbiz.de/10010482391
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42
Analytical approximations for prices of swap rate dependent embedded options in insurance products
Plat, Richard
;
Pelsser, Antoon André Jean
- In:
Insurance / Mathematics & economics
44
(
2009
)
1
,
pp. 124-134
Persistent link: https://www.econbiz.de/10009517653
Saved in:
43
On the information in the interest rate term structure and option prices
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
- In:
Review of derivatives research
7
(
2004
)
2
,
pp. 99-127
Persistent link: https://www.econbiz.de/10003153989
Saved in:
44
Fast drift-approximated pricing in the BGM model
Pietersz, Raoul
;
Pelsser, Antoon André Jean
; …
- In:
The journal of computational finance
8
(
2004
)
1
,
pp. 93-124
Persistent link: https://www.econbiz.de/10002390575
Saved in:
45
Level-slope-curvature - fact or artefact?
Lord, Roger
;
Pelsser, Antoon André Jean
-
2005
Persistent link: https://www.econbiz.de/10003115925
Saved in:
46
A comparison of single factor Markov-functional and multi factor market models
Pietersz, Raoul
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002700972
Saved in:
47
Forward versus spot interest rate models of the term structure
Moraleda Novo, Juan Manuel
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001497753
Saved in:
48
Observational equivalence of discrete string models and market models
Kerkhof, Jeroen
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 55-61
Persistent link: https://www.econbiz.de/10001718690
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49
Observational equivalence of dicrete string models and market models
Kerkhof, Jeroen
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661008
Saved in:
50
Market value of insurance contracts with profit sharing
Bouwknegt, Pieter
;
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692626
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