Alexander Levin
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Person:2724697
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 |
|---|---|---|
| ONE- AND MULTI-FACTOR VALUATION OF MORTGAGES: COMPUTATIONAL PROBLEMS AND SHORTCUTS International Journal of Theoretical and Applied Finance | 2008-09-03 | Paper |
| One- and multi-factor valuation of mortgages: Computational problems and shortcuts | 2002-02-27 | Paper |
| Robust Monte Carlo simulation for approximate covariance matrices and VaR analyses | 2001-07-12 | Paper |
| Deriving Closed-Form Solutions for Gaussian Pricing Models: A Systematic Time-Domain Approach International Journal of Theoretical and Applied Finance | 1998-12-28 | Paper |
| scientific article; zbMATH DE number 1211744 (Why is no real title available?) | 1998-10-15 | Paper |
Research outcomes over time
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