The impact of non-cash collateralization on the over-the-counter derivatives markets.
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- Review of Derivatives Research, 2022, v. 25, n. 2, p. 137, doi. 10.1007/s11147-021-09184-6
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- Article
Works matching IS 13806645 AND DT 2022 AND VI 25 AND IP 2
Results: 4
1
2
A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation.
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- Review of Derivatives Research, 2022, v. 25, n. 2, p. 189, doi. 10.1007/s11147-022-09186-y
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- Publication type:
- Article
3
Deep calibration of financial models: turning theory into practice.
- Published in:
- Review of Derivatives Research, 2022, v. 25, n. 2, p. 109, doi. 10.1007/s11147-021-09183-7
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- Publication type:
- Article
4
Oil futures volatility smiles in 2020: Why the bachelier smile is flatter.
- Published in:
- Review of Derivatives Research, 2022, v. 25, n. 2, p. 173, doi. 10.1007/s11147-022-09185-z
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- Publication type:
- Article