Volume 5; Issue 2

1

Shortfall risk through Fenchel duality

Year:
2018
Language:
english
File:
PDF, 142 KB
english, 2018
2

LIBOR market model with multiplicative basis

Year:
2018
Language:
english
File:
PDF, 372 KB
english, 2018
8

Numerical pricing of European options with arbitrary payoffs

Year:
2018
Language:
english
File:
PDF, 684 KB
english, 2018