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Next Dates: - Introduction to QuantLib Development with Luigi Ballabio, September 2 - 4, 2013 - £1700

 

May 2012

Option Replication in Discrete Time with Illiquidity

May 23, 2012 Comments (0)

Applied Mathematical Finance, Volume 0, Issue 0, Page 1-24, Ahead of Print.

Stationary and Nonstationary Behaviour of the Term Structure: A Nonparametric Characterization

May 11, 2012 Comments (0)

Applied Mathematical Finance, Volume 0, Issue 0, Page 1-30, Ahead of Print.