Joost Driessen

Available identifiers

zbMath Open driessen.joostMaRDI QIDQ262756

List of research outcomes

Publication	Date of Publication	Type
Testing affine term structure models in case of transaction costs	2016-03-30	Paper
An Empirical Portfolio Perspective on Option Pricing Anomalies*	2008-01-23	Paper
On the information in the interest rate term structure and option prices	2005-01-12	Paper
Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis	2002-05-30	Paper

Research outcomes over time

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