J. H. Hoencamp

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Person:5879353

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Available identifiers

zbMath Open hoencamp.j-hMaRDI QIDQ5879353

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	2024-07-23	Paper
The Impact of Stochastic Volatility on Initial Margin and MVA for Interest Rate Derivatives	2023-02-28	Paper

Research outcomes over time

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