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~isPartOf:"Applied mathematical finance"
~person:"Aase Nielsen, Jørgen"
~person:"Björk, Tomas"
~person:"Cherif, Sidi Mohamed Lalaoui Ben"
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Aase Nielsen, Jørgen
Björk, Tomas
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Applied mathematical finance
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Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
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Computation of Greeks in LIBOR models driven by time : inhomogeneous Lévy processes
Eberlein, Ernst
;
Eddahbi, M'hamed
;
Cherif, Sidi Mohamed …
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 236-260
Persistent link: https://www.econbiz.de/10011704234
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2
Term structure models with parallel and proportional shifts
Armerin, Fredrik
;
Jensen, Bjarne Astrup
;
Björk, Tomas
- In:
Applied mathematical finance
14
(
2007
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10003543032
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3
The pricing of Asian options under stochastic interest rates
Aase Nielsen, Jørgen
- In:
Applied mathematical finance
3
(
1996
)
3
,
pp. 209-236
Persistent link: https://www.econbiz.de/10001217777
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