- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
1572-9338
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
online resource.
- Bibliographic citation
-
Pricing interest rate derivatives under volatility uncertainty ; day:27 ; month:8 ; year:2022 ; pages:1-30
Annals of operations research ; (27.8.2022), 1-30
- Classification
-
Wirtschaft
- Creator
- Contributor
-
SpringerLink (Online service)
- DOI
-
10.1007/s10479-022-04921-y
- URN
-
urn:nbn:de:101:1-2022111521004601658669
- Rights
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
15.08.2025, 7:24 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Hölzermann, Julian
- SpringerLink (Online service)
Other Objects (12)
Pricing interest rate derivatives under volatility uncertainty
Pricing Interest Rate Derivatives under Volatility Uncertainty
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Consistent pricing and hedging volatility derivatives with two volatility surfaces
A discrete-time two-factor model for pricing bonds and interest rate derivatives under random volatility
Interest rate dynamics, derivatives pricing, and risk management
The Pricing of Derivatives on Assets with Quadratic Volatility
Numerical advances in pricing forward volatility sensitive equity derivatives
Quantifying correlation uncertainty risk in credit derivatives pricing
Pricing interest rate derivatives : a fourier transform based approach
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Pricing interest rate derivatives under volatility uncertainty
Pricing Interest Rate Derivatives under Volatility Uncertainty
Term Structure Modeling and the Pricing of Interest Rate Derivatives under Volatility Uncertainty
Essays on asset pricing and volatility derivatives
Consistent pricing and hedging volatility derivatives with two volatility surfaces
A discrete-time two-factor model for pricing bonds and interest rate derivatives under random volatility
Interest rate dynamics, derivatives pricing, and risk management
The Pricing of Derivatives on Assets with Quadratic Volatility
Numerical advances in pricing forward volatility sensitive equity derivatives
Quantifying correlation uncertainty risk in credit derivatives pricing
Pricing interest rate derivatives : a fourier transform based approach
Interest rate factor models : term structure dynamics and derivatives pricing
Pricing interest rate derivatives under volatility uncertainty
Pricing Interest Rate Derivatives under Volatility Uncertainty
Term Structure Modeling and the Pricing of Interest Rate Derivatives under Volatility Uncertainty
Essays on asset pricing and volatility derivatives
Consistent pricing and hedging volatility derivatives with two volatility surfaces
A discrete-time two-factor model for pricing bonds and interest rate derivatives under random volatility
Interest rate dynamics, derivatives pricing, and risk management
The Pricing of Derivatives on Assets with Quadratic Volatility
Numerical advances in pricing forward volatility sensitive equity derivatives
Quantifying correlation uncertainty risk in credit derivatives pricing
Pricing interest rate derivatives : a fourier transform based approach