Ausgabe 1/2015
Inhalt (5 Artikel)
Option Pricing for Symmetric Lévy Returns with Applications
Kais Hamza, Fima C. Klebaner, Zinoviy Landsman, Ying-Oon Tan
A Modified Arbitrage-Free Nelson–Siegel Model: An Alternative Affine Term Structure Model of Interest Rates
Dara Sim, Masamitsu Ohnishi