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 pricing kernels and finite-state variable Heath Jarrow Morton models Review of Derivatives Research | 2013-10-29 | Paper |
| Volatibiliy structures of forward rates and the dynamics of the term structure. | 2002-01-03 | Paper |
| Pricing the Quality Option In Treasury Bond Futures<sup>1</sup> Mathematical Finance | 1997-08-31 | Paper |
| VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE Mathematical Finance | 1997-07-20 | Paper |
| The Valuation of Path Dependent Contracts on the Average Management Science | 1994-11-01 | Paper |
Research outcomes over time
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