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Resultaat 1 - 13 (van 13)
L.A. Grzelak | C.W. Oosterlee An equity-interest rate hybrid model with stochastic volatility and the interest rate smile
Non-fictie
Engels | 25 pagina's | Delft University of Technology, Delft | 2010
Gedrukt boek
L.A. Grzelak | C.W. Oosterlee On cross-currency models with stochastic volatility and correlated interest rates
Non-fictie
Engels | 27 pagina's | Delft University of Technology, Delft | 2010
Gedrukt boek
L.A. Grzelak | C.W. Oosterlee On the Heston model with stochastic interest rates
Non-fictie
Engels | 25 pagina's | Delft University of Technology, Delft | 2009
Gedrukt boek
X. Huang | C.W. Oosterlee Saddlepoint approximations for expectations
Non-fictie
Engels | 16 pagina's | Delft University of Technology, Delft | 2009
Gedrukt boek
Bowen Zhang | L.A. Grzelak | C.W. Oosterlee Efficient pricing of commodity options with early-exercise under the Ornstein-Uhlenbeck process
Non-fictie
Engels | 27 pagina's | Delft University of Technology, Delft | 2011
Gedrukt boek
Bowen Zhang | C.W. Oosterlee An efficient pricing algorithm for swing options based on Fourier cosine expansions
Non-fictie
Engels | 25 pagina's | Delft University of Technology, Delft | 2010
Gedrukt boek
L.A. Grzelak | C.W. Oosterlee | S. van Weeren Efficient option pricing with multi-factor equity-interest rate hybrid models
Non-fictie
Engels | 25 pagina's | Delft University of Technology, Delft | 2009
Gedrukt boek
L.A. Grzelak | C.W. Oosterlee | S. van Weeren Extension of stochastic volatility models with Hull-White interest rate process
Non-fictie
Engels | 25 pagina's | Delft University of Technology, Delft | 2008
Gedrukt boek
Bowen Zhang | C.W. Oosterlee Acceleration of option pricing technique on graphics processing units
Non-fictie
Engels | 17 pagina's | Delft University of Technology, Delft | 2010
Gedrukt boek
X. Huang | C.W. Oosterlee Generalized beta regression models for random loss-given-default
Non-fictie
Engels | 22 pagina's | Delft University of Technology, Delft | 2008
Gedrukt boek
F. Fang | C.W. Oosterlee On an option pricing method based on Fourier-cosine series expansions
Non-fictie
Engels | 27 pagina's | Delft University of Technology, Delft | 2008
Gedrukt boek
F. Fang | C.W. Oosterlee Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions
Non-fictie
Engels | 27 pagina's | Delft University of Technology, Delft | 2008
Gedrukt boek
X. Huang | C.W. Oosterlee Adaptive integration for multi-factor portfolio credit loss models
Non-fictie
Engels | 26 pagina's | Delft University of Technology, Delft | 2007
Gedrukt boek