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Barone-Adesi, Giovanni
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Applied mathematical finance
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Valuation of two-factor interest rate contingent claims using Green's theorem
Sorwar, Ghulam
;
Barone-Adesi, Giovanni
- In:
Applied mathematical finance
18
(
2011
)
3/4
,
pp. 277-289
Persistent link: https://www.econbiz.de/10009381923
Saved in:
2
Valuation of Two-Factor Interest Rate Contingent Claims Using Green's Theorem
Sorwar, Ghulam
;
Barone-Adesi, Giovanni
- In:
Applied mathematical finance
18
(
2011
)
4
,
pp. 277-290
Persistent link: https://www.econbiz.de/10009988443
Saved in:
3
Backtesting Derivative Portfolios with Filtered Historical Simulation (FHS)
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
;
Vosper, Les
- In:
European Financial Management
8
(
2002
)
1
,
pp. 31-58
Persistent link: https://www.econbiz.de/10005309499
Saved in:
4
Pricing Bonds and Bond Options with Default Risk
Barone, Emilio
;
Barone-Adesi, Giovanni
;
Castagna, Antonio
- In:
European Financial Management
4
(
1998
)
2
,
pp. 231-282
Persistent link: https://www.econbiz.de/10005334955
Saved in:
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