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 |
|---|---|---|
| Estimation of the local volatility of discount bonds using market quotes for coupon-bond options. | 2010-01-13 | Paper |
| Pricing of path-dependent American options by Monte Carlo simulation Journal of Economic Dynamics and Control | 2009-07-01 | Paper |
Research outcomes over time
This page was built for person: Hajime Fujiwara
