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Path integrals as a tool for pricing interest rate contingent claims : the case of reflecting and absorbing boundaries
Decamps, Marc (contributor); De Schepper, Ann (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001950835
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Discrete annuities using truncate stochastic interest rates : the case of a Vasicek and Ho-Lee model
Koch, Inge (contributor); De Schepper, Ann (contributor) - 2005
Persistent link: https://www.econbiz.de/10002707177