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~isPartOf:"The journal of computational finance"
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The journal of computational finance
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Fast valuation of financial derivatives
Schoenmakers, John
;
Heemink, A. W.
- In:
The journal of computational finance
1
(
1997
)
1
,
pp. 47-62
Persistent link: https://www.econbiz.de/10001633173
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Efficient and accurate log-Lévy approximations of Lévy-driven LIBOR models
Papapantoleon, Antonis
;
Schoenmakers, John
;
Skovmand, David
- In:
The journal of computational finance
15
(
2011/12
)
4
,
pp. 3-44
Persistent link: https://www.econbiz.de/10009575414
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3
Lognormal approximations to Libor market models
Kurbanmuradov, O.
;
Sabelfeld, K.
;
Schoenmakers, John
- In:
The journal of computational finance
6
(
2002
)
1
,
pp. 69-100
Persistent link: https://www.econbiz.de/10001704745
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