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Pricing interest rate derivatives under stochastic volatility
Tahani, Nabil; Li, Xiaofei - In: Managerial finance 37 (2011) 1, pp. 72-91
Persistent link: https://www.econbiz.de/10009007106
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Valuing credit derivatives using Gaussian quadrature : a stochastic volatility framework
Tahani, Nabil - In: The journal of futures markets 24 (2004) 1, pp. 3-35
Persistent link: https://www.econbiz.de/10001850811
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Exotic geometric average options pricing under stochastic volatility
Tahani, Nabil - In: Applied mathematical finance 20 (2013) 3/4, pp. 229-245
Persistent link: https://www.econbiz.de/10010187667
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Modeling the dynamics of credit spreads with stochastic volatility
Jacobs, Kris; Li, Xiaofei - In: Management science : journal of the Institute for … 54 (2008) 6, pp. 1176-1188
Persistent link: https://www.econbiz.de/10003737492