N. O. Malykh
From MaRDI portal
Person:2786945
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 |
|---|---|---|
| Calculation of the convexity adjustment to the forward rate in the Vašíček model for the forward in-arrears contracts on LIBOR rate Theory of Probability and Mathematical Statistics | 2020-03-03 | Paper |
| The concavity of the payoff function of a swing option in a binomial model Theory of Probability and Mathematical Statistics | 2016-02-24 | Paper |
Research outcomes over time
This page was built for person: N. O. Malykh
