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Jump to: Association of International Ministries of Korea (AIM) | Center for International Research (U.S.) (CIR) | Conference Board of the Mathematical Sciences (CBMS) | Fundação para a Ciência e a Tecnologia (FCT) | Han'guk Kwahak Kisul Yŏn'guso [Korea Institute of Science and Technology] (KIST) | Korea (South). Chisik Kyŏngjebu [Ministry of Knowledge Economy] (MKE) | National Research Foundation of Korea (NRF) | Sŏul Taehakkyo. [Seoul National University] (SNU) | Universidade do Porto. Faculdade de Economia (FdE)
Number of items: 9.
Association of International Ministries of Korea (AIM)
Park, F. C., Chun, C. M., Han, C. W. and Webber, Nick (2011) Interest rate models on lie groups. Quantitative Finance, Vol.11 (No.4). pp. 559-572. doi:10.1080/14697680903468963 ISSN 1469-7688.
Center for International Research (U.S.) (CIR)
Park, F. C., Chun, C. M., Han, C. W. and Webber, Nick (2011) Interest rate models on lie groups. Quantitative Finance, Vol.11 (No.4). pp. 559-572. doi:10.1080/14697680903468963 ISSN 1469-7688.
Conference Board of the Mathematical Sciences (CBMS)
Park, F. C., Chun, C. M., Han, C. W. and Webber, Nick (2011) Interest rate models on lie groups. Quantitative Finance, Vol.11 (No.4). pp. 559-572. doi:10.1080/14697680903468963 ISSN 1469-7688.
Fundação para a Ciência e a Tecnologia (FCT)
Ribeiro, C. (Claudia) and Webber, Nick (2002) Valuing path dependent options in the variance-gamma model by Monte Carlo with a gamma bridge. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.02-).
Han'guk Kwahak Kisul Yŏn'guso [Korea Institute of Science and Technology] (KIST)
Park, F. C., Chun, C. M., Han, C. W. and Webber, Nick (2011) Interest rate models on lie groups. Quantitative Finance, Vol.11 (No.4). pp. 559-572. doi:10.1080/14697680903468963 ISSN 1469-7688.
Korea (South). Chisik Kyŏngjebu [Ministry of Knowledge Economy] (MKE)
Park, F. C., Chun, C. M., Han, C. W. and Webber, Nick (2011) Interest rate models on lie groups. Quantitative Finance, Vol.11 (No.4). pp. 559-572. doi:10.1080/14697680903468963 ISSN 1469-7688.
National Research Foundation of Korea (NRF)
Park, F. C., Chun, C. M., Han, C. W. and Webber, Nick (2011) Interest rate models on lie groups. Quantitative Finance, Vol.11 (No.4). pp. 559-572. doi:10.1080/14697680903468963 ISSN 1469-7688.
Sŏul Taehakkyo. [Seoul National University] (SNU)
Park, F. C., Chun, C. M., Han, C. W. and Webber, Nick (2011) Interest rate models on lie groups. Quantitative Finance, Vol.11 (No.4). pp. 559-572. doi:10.1080/14697680903468963 ISSN 1469-7688.
Universidade do Porto. Faculdade de Economia (FdE)
Ribeiro, C. (Claudia) and Webber, Nick (2002) Valuing path dependent options in the variance-gamma model by Monte Carlo with a gamma bridge. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.02-).
This list was generated on Thu Mar 28 15:12:35 2024 GMT.