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subject:"Theory"
~person:"Campen, Tjeerd van"
~person:"Dun, Tim"
~subject:"Approximation method"
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Campen, Tjeerd van
Dun, Tim
Fernández-Villaverde, Jesús
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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A new approximation method for the Shapley value applied to the WTC 9/11 terrorist attack
Campen, Tjeerd van
;
Hamers, Herbert
;
Husslage, Hamers
; …
-
2016
Persistent link: https://www.econbiz.de/10011574928
Saved in:
2
Lognormal forward market model (LFM) volatility function approximation
Chung, In-hwan
;
Dun, Tim
;
Schlögl, Erik
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 369-405)
.
2010
Persistent link: https://www.econbiz.de/10008749176
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