S. van Weeren

Available identifiers

zbMath Open van-weeren.sachaMaRDI QIDQ1361077

List of research outcomes

Publication	Date of Publication	Type
The affine Heston model with correlated Gaussian interest rates for pricing hybrid derivatives	2013-12-13	Paper
Extension of stochastic volatility equity models with the Hull–White interest rate process	2012-06-25	Paper
ANALYTICAL APPROXIMATION TO CONSTANT MATURITY SWAP CONVEXITY CORRECTIONS IN A MULTI-FACTOR SABR MODEL	2011-01-13	Paper
Optimizing a general optimal replacement model by fractional programming techniques	1998-02-19	Paper

Research outcomes over time

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