The following pages link to Thomas Kokholm (Q3063870):
Displaying 5 items.
- Sato Processes in Default Modelling (Q3063871) (← links)
- PRICING OF TRAFFIC LIGHT OPTIONS AND OTHER HYBRID PRODUCTS (Q3643590) (← links)
- Constant proportion portfolio insurance strategies in contagious markets (Q4554427) (← links)
- A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES (Q4917298) (← links)
- Central clearing of OTC derivatives: Bilateral vs multilateral netting (Q5402788) (← links)