Search Results - Ouwehand, Peter

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    The power function by Ouwehand, Peter

    Published 2016
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    The power function by Ouwehand, Peter

    Published 2017
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    Congruences and amalgamation in small lattice varieties by Ouwehand, Peter

    Published 2014
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    Factorization properties of universal algebras by Wiggins, Harry

    Published 2015
    Other Authors: “…Ouwehand, Peter…”
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    Static hedging of barrier options : a review of four methods by Bosman, Petrus

    Published 2015
    Other Authors: “…Ouwehand, Peter…”
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    Estimating dynamic affine term structure models by Pitsillis, Zachry Steven

    Published 2015
    Other Authors: “…Ouwehand, Peter…”
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    Accelerated Adjoint Algorithmic Differentiation with Applications in Finance by De Beer, Jarred

    Published 2017
    Other Authors: “…Ouwehand, Peter…”
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    Fourier pricing of two-asset options: a comparison of methods by Roberts, Jessica Ellen

    Published 2018
    Other Authors: “…Ouwehand, Peter…”
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    Model Misspecification and the Hedging of Exotic Options by Balshaw, Lloyd Stanley

    Published 2018
    Other Authors: “…Ouwehand, Peter…”
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    Term structure models with unspanned factors and unspanned stochastic volatility by Backwell, Alexander

    Published 2019
    Other Authors: “…Ouwehand, Peter…”
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    Kalman Filtering and the Estimation of Multi-factor Affine Term Structure Models by Tokwe,Thabo

    Published 2019
    Other Authors: “…Ouwehand, Peter…”
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    Sequential Calibration of Asset Pricing Models to Option Prices by Oagile, Joel

    Published 2019
    Other Authors: “…Ouwehand, Peter…”
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    KVA in Black Scholes Pricing by Pavlou, Petro

    Published 2020
    Other Authors: “…Ouwehand, Peter…”
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    Low-rank completion and recovery of correlation matrices by Ramlall, Chetan K

    Published 2020
    Other Authors: “…Ouwehand, Peter…”
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    Estimation of Shadow-Rate Term Structure Models Near the Zero-Lower Bound by Esmail, Shabbirhussein

    Published 2020
    Other Authors: “…Ouwehand, Peter…”
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    Characteristic function pricing with the Heston-LIBOR hybrid model by Sterley, Christopher

    Published 2020
    Other Authors: “…Ouwehand, Peter…”
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    Pricing discretely monitored barrier options under exponential-Levy processes by Camroodien, Ayesha

    Published 2020
    Other Authors: “…Ouwehand, Peter…”
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    Pricing multi-asset options in exponential levy models by Endekovski, Jessica

    Published 2020
    Other Authors: “…Ouwehand, Peter…”
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    Pricing American/Bermudan-style Options under Stochastic Volatility by Jankelow, Adam

    Published 2021
    Other Authors: “…Ouwehand, Peter…”
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    Hedging volatility: different perspectives compared by Ogg, Richard

    Published 2021
    Other Authors: “…Ouwehand, Peter…”
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