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~isPartOf:"Working paper"
~person:"Svenstrup, Mikkel"
~subject:"Euro area"
~subject:"Taylor-Regel"
~subject:"Zinsderivat"
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Svenstrup, Mikkel
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Working paper
Journal of financial economics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Valuation of path-dependent interest rate derivatives in a finite difference setup
Svenstrup, Mikkel
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2002
Persistent link: https://www.econbiz.de/10001746661
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Efficient control variates and strategies for Bermudan swaptions in a libor market model
Jensen, Malene Shin
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Svenstrup, Mikkel
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2002
Persistent link: https://www.econbiz.de/10001746714
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