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Andersen, Leif B. G.
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Eliezer, David
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The journal of computational finance
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The journal of credit risk : published quarterly by Incisive Media
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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Static replication of barrier options : some general results
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
; …
- In:
The journal of computational finance
5
(
2002
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001695829
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2
CDO pricing with factor models : survey and comments
Andersen, Leif B. G.
;
Sidenius, Jakob
- In:
The journal of credit risk : published quarterly by …
1
(
2005
)
3
,
pp. [71]-88
Persistent link: https://www.econbiz.de/10003198839
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3
Pricing and hedging volatility derivatives
Broadie, Mark
;
Jain, Ashish
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
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