J. H. Hoencamp
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Person:5879353
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 |
|---|---|---|
| A static replication approach for callable interest rate derivatives: mathematical foundations and efficient estimation of SIMM–MVA Quantitative Finance | 2024-07-23 | Paper |
| The Impact of Stochastic Volatility on Initial Margin and MVA for Interest Rate Derivatives Applied Mathematical Finance | 2023-02-28 | Paper |
Research outcomes over time
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