Wolfgang Kluge
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Person:3404104
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 |
|---|---|---|
| On the valuation of compositions in Lévy term structure models Quantitative Finance | 2010-02-05 | Paper |
| Calibration of Lévy term structure models | 2009-01-28 | Paper |
| VALUATION OF FLOATING RANGE NOTES IN LÉVY TERM‐STRUCTURE MODELS Mathematical Finance | 2006-09-25 | Paper |
| SYMMETRIES IN LÉVY TERM STRUCTURE MODELS International Journal of Theoretical and Applied Finance | 2006-09-12 | Paper |
| scientific article; zbMATH DE number 2241893 (Why is no real title available?) | 2005-12-28 | Paper |
Research outcomes over time
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