Jan Liinev

Available identifiers

zbMath Open liinev.janMaRDI QIDQ704414

List of research outcomes

Publication	Date of Publication	Type
Diagnostic test analyses in search of their gold standard: latent class analyses with random effects	2007-11-01	Paper
The Lévy Swap Market Model	2007-07-16	Paper
On the distributional distance between the lognormal LIBOR and swap market models	2006-03-08	Paper
Bounds for the price of discrete arithmetic Asian options	2005-10-26	Paper
Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables	2005-01-13	Paper
Pricing of arithmetic basket options by conditioning.	2004-05-27	Paper

Research outcomes over time

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