1

A discrete Itô calculus approach to He’s framework for multi-factor discrete markets

Year:
2005
Language:
english
File:
PDF, 286 KB
english, 2005
2

LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION

Year:
2006
Language:
english
File:
PDF, 225 KB
english, 2006
5

On a symmetrization of diffusion processes

Year:
2014
Language:
english
File:
PDF, 183 KB
english, 2014
11

On the Pricing of Options Written on the Last Exit Time

Year:
2009
Language:
english
File:
PDF, 287 KB
english, 2009
12

On the Quasi Gaussian Interest Rate Models

Year:
1999
Language:
english
File:
PDF, 37 KB
english, 1999
13

Some Formulae for a New Type of Path-Dependent Option

Year:
1995
Language:
english
File:
PDF, 382 KB
english, 1995
20

Bridge representation and modal-path approximation

Year:
2019
Language:
english
File:
PDF, 598 KB
english, 2019