Lars Palapies
From MaRDI portal
Person:5164145
Available identifiers
zbMath Open palapies.larsMaRDI QIDQ5164145
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 |
|---|---|---|
| Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions | 2023-11-17 | Paper |
| On the variance and skewness of the swap rate in a stochastic volatility interest rate model | 2021-11-09 | Paper |
Research outcomes over time
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