Leonard Tchuindjo
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 |
|---|---|---|
| Closed-form solutions for pricing credit-risky bonds and bond options Applied Mathematics and Computation | 2011-03-28 | Paper |
| Factors' correlation in the Heath-Jarrow-Morton interest rate model Applied Stochastic Models in Business and Industry | 2010-04-22 | Paper |
| An extended Heath-Jarrow-Morton risk-neutral drift Applied Mathematics Letters | 2009-03-04 | Paper |
| Pricing of Multi‐Defaultable Bonds with a Two‐Correlated‐Factor Hull–White Model Applied Mathematical Finance | 2007-06-07 | Paper |
Research outcomes over time
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