Applied Mathematical Finance
Collection
Collection
- ISSN: 1350-486X
Published by Taylor & Francis
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On American options under the Variance Gamma process Article
Applied Mathematical Finance, 14(2), 131-152.January 2007
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On cross-currency models with stochastic volatility and correlated interest rates Article
Applied Mathematical Finance, 1-35.January 2011
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On cross-currency models with stochastic volatility and correlated interest rates Article
Applied Mathematical Finance, 19(1), 1-35.January 2012 -
Counterparty credit exposures for interest rate derivatives using the Stochastic Grid Bundling Method Article
Applied Mathematical Finance, 23(3), 175-196.P.K. Karlsson (Patrik), S. Jain (Shashi) and C.W. Oosterlee (Kees)
September 2016 -
On the modelling of nested risk-neutral stochastic processes with applications in insurance Article
Applied Mathematical Finance, 24(4), 302-336.S.N. Singor (Stefan), A. Boer, J.S.C. Alberts and C.W. Oosterlee (Kees)
October 2017 -
On a neural network to extract implied information from American options Article
Applied Mathematical Finance, 28(5), 449-475.S. Liu (Shuaiqiang), Á. Leitao Rodriguez (Álvaro), A.I. Borovykh (Anastasia) and C.W. Oosterlee (Kees)
July 2022