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 |
|---|---|---|
| Closed-form solutions for pricing credit-risky bonds and bond options Applied Mathematics and Computation | 2011-03-28 | Paper |
| Factors' correlation in the Heath-Jarrow-Morton interest rate model Applied Stochastic Models in Business and Industry | 2010-04-22 | Paper |
| An extended Heath-Jarrow-Morton risk-neutral drift Applied Mathematics Letters | 2009-03-04 | Paper |
| Pricing of Multi‐Defaultable Bonds with a Two‐Correlated‐Factor Hull–White Model Applied Mathematical Finance | 2007-06-07 | Paper |
Research outcomes over time
This page was built for person: Leonard Tchuindjo
