Tim Dun
From MaRDI portal
Person:2771107
Available identifiers
zbMath Open dun.timMaRDI QIDQ2771107
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
Lognormal Forward Market Model (LFM) Volatility Function Approximation | 2011-05-31 | Paper |
SIMULATED SWAPTION DELTA–HEDGING IN THE LOGNORMAL FORWARD LIBOR MODEL | 2008-09-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q2771109 | 2002-07-31 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
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MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Tim Dun