Thomas Kokholm
From MaRDI portal
Person:3063870
Available identifiers
zbMath Open kokholm.thomasMaRDI QIDQ3063870
List of research outcomes
| 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
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Thomas Kokholm
