SSRN Electronic Journal · 2015 · 45 citations · 4 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsInterest Rate ModelingOption PricingOption Pricing ModelsOptions MarketsReal Options AnalysisBlack-scholes ModelInterest Rate OptionsNegative Interest RatesOption Pricing Under Stochastic Interest Rates
4
Mathematical Methods for Financial Markets
Monique Jeanblanc, Marc Yor, Marc Chesney · Finance · 2010 · 503 citations · Full text
Efficient Simulation of the Heston Stochastic Volatility Model
Leif B. G. Andersen · SSRN Electronic Journal · 2007 · 180 citations · Full text
Solving SABR in Exact Form and Unifying it with LIBOR Market Model
Othmane Islah · SSRN Electronic Journal · 2009 · 56 citations · Full text