Browsing byAuthorDun, T
Showing results 1 to 3 of 3
Issue Date | Title | Author(s) |
2004-01 | Correlating market models | Choy, B; Dun, T; Schlogl, E |
2010-01 | Lognormal forward market model (LFM) volatility function approximation | Chung, I; Dun, T; Schlogl, E; Chiarella, C; Novikov, A |
2001-01 | Simulated Swaption Delta-Hedging in the Lognormal Forward Libor Model | Dun, T; Barton, GW; Schlogl, E |