Economy – Quantitative Finance – Pricing of Securities
Scientist
Economy
Quantitative Finance
Pricing of Securities
Scientist
A tractable LIBOR model with default risk
An introduction to Lévy processes with applications in finance
Analysis of Fourier transform valuation formulas and applications
Analyticity of the Wiener-Hopf factors and valuation of exotic options in Lévy models
Computation of copulas by Fourier methods
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