EEMCS

Home > Publications
Home University of Twente
Education
Research
Prospective Students
Jobs
Publications
Intranet (internal)
 
 Nederlands
 Contact
 Search
 Organisation

EEMCS EPrints Service


Classification: MSC-91B70
Home Policy Brochure Browse Search User Area Contact Help

2010

Jamshidian, F. (2010) Trivariate support of flat-volatility forward Libor rates. Mathematical Finance, 20 (2). pp. 229-258. ISSN 0960-1627 *** ISI Impact 2,283 ***

2008

Bujorianu, M.C. and Bujorianu, L.M. (2008) Uncertainty and Reconfigurability in Hilbertean Formal Methods. Technical Report TR-CTIT-08-20, Centre for Telematics and Information Technology University of Twente, Enschede. ISSN 1381-3625

2005

Zilber, A. (2005) A market model for stochastic smile: a conditional density approach. Memorandum 1783, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690

2002

Danilov, D. and Mandal, P.K. (2002) Cross sectional efficient estimation of stochastic volatility short rate models. Memorandum 1614, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690