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 |
|---|---|---|
| Testing affine term structure models in case of transaction costs Journal of Econometrics | 2016-03-30 | Paper |
| An Empirical Portfolio Perspective on Option Pricing Anomalies* Review of Finance | 2008-01-23 | Paper |
| On the information in the interest rate term structure and option prices Review of Derivatives Research | 2005-01-12 | Paper |
| Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis Review of Finance | 2002-05-30 | Paper |
Research outcomes over time
This page was built for person: Joost Driessen
