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Pricing double barrier options using Laplace transforms
Pelsser, Antoon André Jean - In: Finance and stochastics 4 (2000) 1, pp. 95-104
Persistent link: https://www.econbiz.de/10001487053
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Pricing double barrier options : an analytical approach
Pelsser, Antoon André Jean - 1997
Persistent link: https://www.econbiz.de/10000953522
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Pricing double barrier options using analytical inversion of Laplace transforms
Pelsser, Antoon André Jean - 1998
Persistent link: https://www.econbiz.de/10000988117
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A tractable yield-curve model that guarantees positive interest rates
Pelsser, Antoon André Jean - In: Review of derivatives research 1 (1996) 3, pp. 269-284
Persistent link: https://www.econbiz.de/10001238752
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Mathematical foundation of convexity correction
Pelsser, Antoon André Jean - 2001
Persistent link: https://www.econbiz.de/10001692631
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Efficient methods for valuing interest rate derivatives
Pelsser, Antoon André Jean - 2000
Persistent link: https://www.econbiz.de/10001472323
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Forward versus spot interest rate models of the term structure
Moraleda Novo, Juan Manuel; Pelsser, Antoon André Jean - In: The journal of derivatives : the official publication … 7 (2000) 3, pp. 9-21
Persistent link: https://www.econbiz.de/10001497753
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Markov-functional interest rate models
Hunt, Phil J.; Kennedy, Joanne; Pelsser, Antoon André Jean - In: Finance and stochastics 4 (2000) 4, pp. 391-408
Persistent link: https://www.econbiz.de/10001538325
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Libor and Swap Market Models for the pricing of interest rate derivatives : an empirical analysis
Jong, Frank de; Driessen, Joost; Pelsser, Antoon André Jean - 2000
Persistent link: https://www.econbiz.de/10001473517
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Transaction costs and efficiency of portfolio strategies
Pelsser, Antoon André Jean; Vorst, Ton - 1994
Persistent link: https://www.econbiz.de/10000903478