Person:586463

Available identifiers

zbMath Open kennedy.joanne-eMaRDI QIDQ586463

List of research outcomes

Publication	Date of Publication	Type
Pricing collateralized derivatives with an arbitrary numeraire	2020-05-14	Paper
On the Approximation of the SABR with Mean Reversion Model: A Probabilistic Approach	2018-09-12	Paper
On the Approximation of the SABR Model: A Probabilistic Approach	2017-10-05	Paper
CLASSIFICATION OF TWO- AND THREE-FACTOR TIME-HOMOGENEOUS SEPARABLE LMMs	2017-04-13	Paper
Stochastic volatility for interest rate derivatives	2014-09-05	Paper
IMPLICATIONS FOR HEDGING OF THE CHOICE OF DRIVING PROCESS FOR ONE-FACTOR MARKOV-FUNCTIONAL MODELS	2013-10-21	Paper
Financial Derivatives in Theory and Practice	2004-10-27	Paper
https://portal.mardi4nfdi.de/entity/Q2760400	2002-01-06	Paper
Markov-functional interest rate models	2001-03-01	Paper
https://portal.mardi4nfdi.de/entity/Q4484762	2000-06-04	Paper
On duality and the Spitzer-Pollaczek factorization for random walks	1999-11-18	Paper
Implied interest rate pricing models	1999-02-18	Paper
Understanding the Wiener–Hopf factorization for the simple random walk	1994-10-13	Paper
Noisy fluctuating clocks for Markov chains	1991-01-01	Paper
Probabilistic factorization of a quadratic matrix polynomial	1990-01-01	Paper
The total variation distance between the binomial and Poisson distributions	1989-01-01	Paper
Rates of Poisson convergence for some coverage and urn problems using coupling	1988-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Joanne Kennedy