The following pages link to Joost Driessen (Q262756):
Displayed 4 items.
- Testing affine term structure models in case of transaction costs (Q262758) (← links)
- On the information in the interest rate term structure and option prices (Q704010) (← links)
- Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis (Q4530195) (← links)
- An Empirical Portfolio Perspective on Option Pricing Anomalies* (Q5438488) (← links)