Jesper Andreasen
From MaRDI portal
Person:375332
Available identifiers
zbMath Open andreasen.jesperMaRDI QIDQ375332
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 |
|---|---|---|
| Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing | 2013-10-29 | Paper |
| Volatility skews and extensions of the Libor market model | 2002-09-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4247927 | 1999-08-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4388788 | 1998-05-10 | Paper |
Research outcomes over time
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