Allan Jonathan da Silva

From MaRDI portal
Person:896799

Available identifiers

zbMath Open da-silva.allan-jonathanMaRDI QIDQ896799

List of research outcomes





PublicationDate of PublicationType
Exploring non-Analytical affine jump-diffusion models for path-dependent interest rate derivatives2024-05-14Paper
https://portal.mardi4nfdi.de/entity/Q50263602022-02-07Paper
Pricing and hedging barrier options2018-09-14Paper
A new finite difference method for pricing and hedging fixed income derivatives: comparative analysis and the case of an Asian option2015-12-14Paper

Research outcomes over time

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