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 |
|---|---|---|
| The affine Heston model with correlated Gaussian interest rates for pricing hybrid derivatives Quantitative Finance | 2013-12-13 | Paper |
| Extension of stochastic volatility equity models with the Hull-White interest rate process Quantitative Finance | 2012-06-25 | Paper |
| Analytical approximation to constant maturity swap convexity corrections in a multi-factor SABR model International Journal of Theoretical and Applied Finance | 2011-01-13 | Paper |
| Optimizing a general optimal replacement model by fractional programming techniques Journal of Global Optimization | 1998-02-19 | Paper |
Research outcomes over time
This page was built for person: S. van Weeren
