Holmens Kanal 2-12
DK-1092 Copenhagen K
Danske Bank - Danske Markets
in Total Papers Downloads
in Total Papers Citations
Option pricing, implicit finite difference
Yield curve models, stochastic volatility, Markov property
Option pricing, volatility smiles
Stochastic local volatility, finite difference solution, calibration, simulation
Markovian HJM Models, Bermudan Swaption Pricing
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