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 Review of Derivatives Research | 2013-10-29 | Paper |
| Volatility skews and extensions of the Libor market model Applied Mathematical Finance | 2002-09-05 | Paper |
| scientific article; zbMATH DE number 1295003 (Why is no real title available?) | 1999-08-16 | Paper |
| scientific article; zbMATH DE number 1150529 (Why is no real title available?) | 1998-05-10 | Paper |
Research outcomes over time
This page was built for person: Jesper Andreasen
