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PDF) A Fourier transform-based method for convertible bonds in a jump diffusion setting with stochastic interest rates
5th Symposium on Quantitative Finance and Risk Analysis (QFRA 2019) Dates: 26–28th June 2019 Abstract submission: 1 February 2
Ioannis Kyriakou - Associate Editor at Decisions in Economics and Finance - Springer Nature Technology and Publishing Solutions | LinkedIn
Moment based approximations for arithmetic averages with applications in derivatives pricing, credit risk and Monte Carlo simula
Ioannis Kyriakou - Associate Editor at Decisions in Economics and Finance - Springer Nature Technology and Publishing Solutions | LinkedIn
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