Browsing by Subject Gaussian HJM multifactor models
Showing results 1 to 2 of 2
| Issue Date | Title | Author(s) | Type | Access Type |
|---|---|---|---|---|
| 28-Apr-2017 | Essays on option pricing, with applications on interest rates, equities and credit derivatives | Prazeres, Pedro Miguel Silva | Doctoral Thesis | Open Access |
| 2014 | Pricing swaptions under multifactor gaussian HJM models | Nunes, J.; Prazeres, P. | Article | Embargoed Access |