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Gruntjes, Paul
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Iseger, Peter Den
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Iseger, Peter den
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Journal / The Capco Institute : journal of financial transformation
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Mathematical methods of operations research
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ECONIS (ZBW)
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Bridging the gap : arbitrage free valuation of derivatives in ALM
Iseger, Peter den
;
Potters, Joeri
- In:
Journal / The Capco Institute : journal of financial …
25
(
2009
),
pp. 91-94
Persistent link: https://www.econbiz.de/10009895893
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A Wiener–Hopf based approach to numerical computations in fluctuation theory for Lévy processes
Iseger, Peter Den
;
Gruntjes, Paul
;
Mandjes, Michel
- In:
Mathematical methods of operations research
78
(
2013
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10010151230
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