Christian Zühlsdorff

University of Bonn - Institute of Statistics

Adenauerallee 24-26

Bonn, 53113

Germany

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

The Pricing of Derivatives on Assets with Quadratic Volatility

SFB 303 Working Paper No. B - 451
Number of pages: 10 Posted: 17 Nov 1999
Christian Zühlsdorff
University of Bonn - Institute of Statistics
Downloads 428 (50,657)
Citation 3

Abstract:

2.

Extended LIBOR Market Models with Affine and Quadratic Volatility

Number of pages: 18 Posted: 12 Aug 2000
Christian Zühlsdorff
University of Bonn - Institute of Statistics
Downloads 395 (58,759)
Citation 1

Abstract: