David Sloth
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Rational models for inflation-linked derivatives SIAM Journal on Financial Mathematics | 2021-01-15 | Paper |
| It only takes a few moments to hedge options Journal of Economic Dynamics and Control | 2019-03-27 | Paper |
| Nonlinearity valuation adjustment. Nonlinear valuation under collateralization, credit risk, and funding costs Innovations in Derivatives Markets | 2018-10-22 | Paper |
| Risk adjustments of option prices under time-changed dynamics Quantitative Finance | 2014-09-05 | Paper |
Research outcomes over time
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