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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"Working paper series / Dipartimento di Economia Politica e Aziendale, Università degli Studi di Milano"
~subject:"HJM (Heath-Jarrow-Morton) model"
~subject:"Lineare Algebra"
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HJM (Heath-Jarrow-Morton) model
Lineare Algebra
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper series / Dipartimento di Economia Politica e Aziendale, Università degli Studi di Milano
European journal of operational research : EJOR
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Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
2
Modelling the evolution of credit spreads using the Cox process within the HUM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2008
Persistent link: https://www.econbiz.de/10003857131
Saved in:
3
On generalized derivates for C 1,1 vector functions and optimality conditions
La Torre, Davide
-
2002
Persistent link: https://www.econbiz.de/10001810464
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