Reik H. Börger
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Person:3063874
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 |
|---|---|---|
| Calibration of the Libor market model using correlations implied by CMS spread options Applied Mathematical Finance | 2010-12-15 | Paper |
| A two-factor model for the electricity forward market Quantitative Finance | 2009-09-13 | Paper |
Research outcomes over time
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