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 |
|---|---|---|
| Swap rate variance swaps Quantitative Finance | 2012-06-26 | Paper |
| Convergence of a discretization scheme for jump-diffusion processes with state–dependent intensities Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 2004-08-06 | Paper |
| Numerical solution of jump-diffusion LIBOR market models Finance and Stochastics | 2004-03-16 | Paper |
Research outcomes over time
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