Tim Dun
From MaRDI portal
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 |
|---|---|---|
| Lognormal forward market model (LFM) volatility function approximation Contemporary Quantitative Finance | 2011-05-31 | Paper |
| SIMULATED SWAPTION DELTA–HEDGING IN THE LOGNORMAL FORWARD LIBOR MODEL International Journal of Theoretical and Applied Finance | 2008-09-03 | Paper |
| Towards a central interest rate model | 2002-07-31 | Paper |
Research outcomes over time
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