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Pricing inflation products with stochastic volatility and stochastic interest rates
Singor, Stefan N.; Grzelak, Lech A.; van Bragt, David D.B. - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 286-299
Persistent link: https://www.econbiz.de/10010098505
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On Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates
Grzelak, Lech A.; Oosterlee, Cornelis W. - In: Applied mathematical finance 19 (2012) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10009823849
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On American Options Under the Variance Gamma Process
Almendral, Ariel; Oosterlee, Cornelis W. - In: Applied mathematical finance 14 (2007) 2, pp. 131-152
Persistent link: https://www.econbiz.de/10008221849
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Generalized beta regression models for random loss given default
Huang, Xinzheng; Oosterlee, Cornelis W. - In: The journal of credit risk : published quarterly by … 7 (2011/12) 1, pp. 45-70
Persistent link: https://www.econbiz.de/10009932499
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Valuing modular nuclear power plants in finite time decision horizon
Jain, Shashi; Roelofs, Ferry; Oosterlee, Cornelis W. - In: Energy economics 36 (2013), pp. 625-636
Persistent link: https://www.econbiz.de/10010083793