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81
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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82
Observational equivalence of dicrete string models and market models
Kerkhof, Jeroen
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661008
Saved in:
83
Market value of insurance contracts with profit sharing
Bouwknegt, Pieter
;
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692626
Saved in:
84
Libor market models verus swap market models for pricing interest rate derivatives: an empirical analysis
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692635
Saved in:
85
Risk managing Bermudan swaptions in the Libor BGM model
Pietersz, Raoul
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001902799
Saved in:
86
Risk-management Bermudan swaptions in a LIBOR model
Pietersz, Raoul
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
11
(
2003
)
3
,
pp. 51-62
Persistent link: https://www.econbiz.de/10002007139
Saved in:
87
Markov-functional interest rate models
Hunt, Phil J.
;
Kennedy, Joanne
;
Pelsser, Antoon André Jean
- In:
Finance and stochastics
4
(
2000
)
4
,
pp. 391-408
Persistent link: https://www.econbiz.de/10001538325
Saved in:
88
Libor and Swap Market Models for the pricing of interest rate derivatives : an empirical analysis
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
-
2000
Persistent link: https://www.econbiz.de/10001473517
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89
Optimal optioned portfolios with confidence limits on shortfall constraints
Pelsser, Antoon André Jean
;
Vorst, Ton
-
1996
Persistent link: https://www.econbiz.de/10000966912
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90
Transaction costs and efficiency of portfolio strategies
Pelsser, Antoon André Jean
;
Vorst, Ton
-
1994
Persistent link: https://www.econbiz.de/10000903478
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