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Pricing Barrier Options with One-Factor Interest Rate Models
Kuan, Grace C.H.; Webber, Nick - In: The journal of derivatives : the official publication … 10 (2003) 4, pp. 33-50
Persistent link: https://www.econbiz.de/10005934304
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A Nonlinear Model of the Term Structure of Interest Rates
Tice, Julian; Webber, Nick - In: Mathematical finance : an international journal of … 7 (1997) 2, pp. 177-210
Persistent link: https://www.econbiz.de/10008220054
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Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes
Ribeiro, Claudia; Webber, Nick - In: Applied mathematical finance 13 (2006) 4, pp. 333-352
Persistent link: https://www.econbiz.de/10008222265
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An EZI Method to Reduce the Rank of a Correlation Matrix in Financial Modelling
Morini, Massimo; Webber, Nick - In: Applied mathematical finance 13 (2006) 4, pp. 309-332
Persistent link: https://www.econbiz.de/10008222266