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Pricing inflation products with stochastic volatility and stochastic interest rates
Singor, Stefan N.
;
Grzelak, Lech A.
;
Bragt, David D. B. van
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 286-299
Persistent link: https://www.econbiz.de/10009736105
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Mathematical modeling and computation in finance : with exercises and Python and Matlab computer codes
Oosterlee, Cornelis Willebrordus
;
Grzelak, Lech A.
-
2020
Persistent link: https://www.econbiz.de/10012121628
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3
Cheapest-to-deliver collateral : a common factor approach
Wolf, Felix Lukas
;
Grzelak, Lech A.
;
Deelstra, Griselda
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 707-723
Persistent link: https://www.econbiz.de/10013367854
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4
Relevance of wrong-way risk in funding valuation adjustments
Zwaard, Thomas van der
;
Grzelak, Lech A.
;
Oosterlee, …
- In:
Finance research letters
49
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013478834
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