Francois-Serge Lhabitant
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Person:2462881
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 |
|---|---|---|
| Modeling the term structure of interest rates: a review of the literature Foundations and Trends® in Finance | 2011-01-24 | Paper |
| Model misspecification analysis for bond options and Markovian hedging strategies Review of Derivatives Research | 2007-12-05 | Paper |
| Pricing and Hedging Discount Bond Options in the Presence of Model Risk * European Finance Review | 2001-03-28 | Paper |
Research outcomes over time
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