Jacques van Appel
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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 |
|---|---|---|
| Moment approximations of displaced forward-LIBOR rates with application to swaptions International Journal of Theoretical and Applied Finance | 2021-03-16 | Paper |
| ERRATUM: EFFICIENT LONG-DATED SWAPTION VOLATILITY APPROXIMATION IN THE FORWARD-LIBOR MODEL International Journal of Theoretical and Applied Finance | 2018-11-23 | Paper |
| Efficient long-dated swaption volatility approximation in the forward-LIBOR model International Journal of Theoretical and Applied Finance | 2018-06-29 | Paper |
Research outcomes over time
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