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subject:"Optionspreistheorie"
~subject:"Option pricing theory"
~person:"Vicente, José Valentim Machado"
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Optionspreistheorie
Option pricing theory
Interest rate
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2
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Interest rate derivatives
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Vicente, José Valentim Machado
Schoenmakers, John
12
Joshi, Mark S.
9
Rebonato, Riccardo
8
Grbac, Zorana
6
Schlögl, Erik
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Almeida, Caio
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Belomestny, Denis
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Chen, Son-nan
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Eberlein, Ernst
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Papapantoleon, Antonis
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Ritchken, Peter H.
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Bhar, Ramaprasad
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Björk, Tomas
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Fanelli, Viviana
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Subrahmanyam, Marti G.
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Svenstrup, Mikkel
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Wu, Ting-pin
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Yasuoka, Takashi
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Baaquie, Belal E.
3
Backwell, Alex
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Beyna, Ingo
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Branger, Nicole
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Chen, Zhanyu
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Chiarella, Carl
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Christiansen, Charlotte
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Dang, Duy-Minh
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Das, Sanjiv R.
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Das, Sanjiv Ranjan
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Doffou, Ako
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Gerhart, Christoph
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Gnoatto, Alessandro
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Henrard, Marc P. A.
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Economic modelling
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ECONIS (ZBW)
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Efficient solutions for pricing and hedging interest rate Asian options
Silva, Allan Jonathan da
;
Baczynski, Jack
;
Vicente, …
-
2020
Persistent link: https://www.econbiz.de/10012171315
Saved in:
2
Do central bank actions reduce interest rate volatility?
Marins, Jaqueline Terra Moura
;
Vicente, José Valentim …
-
2017
Persistent link: https://www.econbiz.de/10011944956
Saved in:
3
A discrete monitoring method for pricing Asian interest rate options
Silva, Allan Jonathan da
;
Baczynskiy, Jack
;
Vicente, …
-
2015
Persistent link: https://www.econbiz.de/10011444652
Saved in:
4
Do the central bank actions reduce interest rate volatility?
Marins, Jaqueline Terra Moura
;
Vicente, José Valentim …
- In:
Economic modelling
65
(
2017
),
pp. 129-137
Persistent link: https://www.econbiz.de/10011813619
Saved in:
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