HullWhite model
Results: 4
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1 | Microsoft PowerPoint - Chris Harris CFC 07.pptAdd to Reading ListSource URL: www.bbk.ac.ukLanguage: English - Date: 2007-03-27 13:46:59 |
2 | ECONOMETRIC SPECIFICATIONS OF STOCHASTIC DISCOUNT FACTOR MODELS C. GOURIEROUX (1)Add to Reading ListSource URL: www.istfin.eco.usi.chLanguage: English - Date: 2009-01-27 08:16:48 |
3 | PRICING OF SWING OPTIONS IN A MEAN REVERTING MODEL WITH JUMPS MATS KJAER G¨ oteborg University Abstract. We investigate the pricing of swing options in a model where theAdd to Reading ListSource URL: www.bbk.ac.ukLanguage: English - Date: 2007-03-27 13:47:19 |
4 | Best estimate calculations of saving contracts by closed formulas – Application to the ORSA - François BONNIN (Altia) - Frédéric PLANCHET (Université Lyon 1, Laboratoire SAF) - Marc JUILLARD (Winter & Associés) 20Add to Reading ListSource URL: docs.isfa.frLanguage: English - Date: 2013-03-25 06:11:44 |