Thomas Kokholm
From MaRDI portal
Person:3063870
Available identifiers
zbMath Open kokholm.thomasMaRDI QIDQ3063870
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 |
|---|---|---|
| Constant proportion portfolio insurance strategies in contagious markets | 2018-11-14 | Paper |
| Central clearing of OTC derivatives: bilateral vs multilateral netting | 2014-03-17 | Paper |
| A consistent pricing model for index options and volatility derivatives | 2013-04-29 | Paper |
| Sato processes in default modelling | 2010-12-15 | Paper |
| PRICING OF TRAFFIC LIGHT OPTIONS AND OTHER HYBRID PRODUCTS | 2009-11-09 | Paper |
Research outcomes over time
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