Simon H. Babbs

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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!

PublicationDate of PublicationType
Econometric analysis of a continuous time multi-factor generalized Vasicek term structure model: International evidence
Asia-Pacific Financial Markets
2009-02-06Paper
Conditional Gaussian models of the term structure of interest rates
Finance and Stochastics
2003-10-22Paper
scientific article; zbMATH DE number 1489877 (Why is no real title available?)2001-03-04Paper
Binomial valuation of lookback options
Journal of Economic Dynamics and Control
2000-10-26Paper
scientific article; zbMATH DE number 1222803 (Why is no real title available?)1998-11-11Paper
Pricing by Arbitrage Under Arbitrary Information
Mathematical Finance
1998-10-07Paper


Research outcomes over time


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