John Hatgioannides
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 |
|---|---|---|
| Convexity adjustment for constant maturity swaps in a multi-curve framework Annals of Operations Research | 2018-11-12 | Paper |
| Two-factor convertible bonds valuation using the method of characteristics/finite elements Journal of Economic Dynamics and Control | 2008-10-24 | Paper |
Research outcomes over time
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