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Econometrisch Instituut <Rotterdam>
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Simple approximations for option pricing under mean reversion and stochastic volatility
Hafner, Christian M.
(
contributor
)
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784022
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2
Risk managing Bermudan swaptions in the Libor BGM model
Pietersz, Raoul
(
contributor
); …
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001902799
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3
Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank
(
contributor
);
Paap, Richard
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783481
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4
A decomposition approach to a stochastic model for supply-and-return network design
Listes, Ovidiu
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722267
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5
An interior-point and decomposition approach to multiple stage stochastic programming
Zhang, Shuzhong
(
contributor
)
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2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701889
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6
Discrete vs continuous time for large extremes of Gaussian processes
Piterbarg, Vladimir I.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001655902
Saved in:
7
Determining optimal disassembly and recovery strategies
Teunter, Ruud H.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001969408
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