2

Multifactor implied volatility functions for HJM models

Year:
2006
Language:
english
File:
PDF, 489 KB
english, 2006
6

Implied deterministic volatility functions: An empirical test for Euribor options

Year:
2009
Language:
english
File:
PDF, 231 KB
english, 2009
7

Survey sentiment and interest rate option smile

Year:
2015
Language:
english
File:
PDF, 575 KB
english, 2015