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 |
|---|---|---|
| Rational models for inflation-linked derivatives SIAM Journal on Financial Mathematics | 2021-01-15 | Paper |
| It only takes a few moments to hedge options Journal of Economic Dynamics and Control | 2019-03-27 | Paper |
| Nonlinearity valuation adjustment. Nonlinear valuation under collateralization, credit risk, and funding costs Innovations in Derivatives Markets | 2018-10-22 | Paper |
| Risk adjustments of option prices under time-changed dynamics Quantitative Finance | 2014-09-05 | Paper |
Research outcomes over time
This page was built for person: David Sloth
