Joost Driessen
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 |
|---|---|---|
| Testing affine term structure models in case of transaction costs Journal of Econometrics | 2016-03-30 | Paper |
| An Empirical Portfolio Perspective on Option Pricing Anomalies* Review of Finance | 2008-01-23 | Paper |
| On the information in the interest rate term structure and option prices Review of Derivatives Research | 2005-01-12 | Paper |
| Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis Review of Finance | 2002-05-30 | Paper |
Research outcomes over time
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