Jesper Andreasen
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 |
|---|---|---|
| Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing Review of Derivatives Research | 2013-10-29 | Paper |
| Volatility skews and extensions of the Libor market model Applied Mathematical Finance | 2002-09-05 | Paper |
| scientific article; zbMATH DE number 1295003 (Why is no real title available?) | 1999-08-16 | Paper |
| scientific article; zbMATH DE number 1150529 (Why is no real title available?) | 1998-05-10 | Paper |
Research outcomes over time
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