Jacques van Appel

From MaRDI portal
Person:4555859

Available identifiers

zbMath Open van-appel.jacquesMaRDI QIDQ4555859

List of research outcomes





PublicationDate of PublicationType
MOMENT APPROXIMATIONS OF DISPLACED FORWARD-LIBOR RATES WITH APPLICATION TO SWAPTIONS2021-03-16Paper
ERRATUM: EFFICIENT LONG-DATED SWAPTION VOLATILITY APPROXIMATION IN THE FORWARD-LIBOR MODEL2018-11-23Paper
EFFICIENT LONG-DATED SWAPTION VOLATILITY APPROXIMATION IN THE FORWARD-LIBOR MODEL2018-06-29Paper

Research outcomes over time

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