1

General closed-form basket option pricing bounds

Year:
2016
Language:
english
File:
PDF, 542 KB
english, 2016
10

THE WISHART SHORT RATE MODEL

Year:
2012
Language:
english
File:
PDF, 692 KB
english, 2012
16

COHERENT FOREIGN EXCHANGE MARKET MODELS

Year:
2017
Language:
english
File:
PDF, 421 KB
english, 2017
18

Smiles All Around: FX Joint Calibration in a Multi-Heston Model

Year:
2012
Language:
english
File:
PDF, 4.39 MB
english, 2012
19

General Closed-Form Basket Option Pricing Bounds

Year:
2014
Language:
english
File:
PDF, 1.99 MB
english, 2014
31

A flexible matrix Libor model with smiles

Year:
2013
Language:
english
File:
PDF, 1.14 MB
english, 2013