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6 research outputs found
THE TIME-DEPENDENT FX-SABR MODEL: EFFICIENT CALIBRATION BASED ON EFFECTIVE PARAMETERS
Author
ANTHONIE W. VAN DER STOEP
Antonov A.
+14Â more
Chen B.
CORNELIS W. OOSTERLEE
Dupire B.
Gatheral J.
Johnson S.
LECH A. GRZELAK
Musiela M.
Piterbarg V.
Piterbarg V.
Rebonato R.
Ren Y.
Sippel J.
Takahashi A.
Weithers T.
Publication venue
'World Scientific Pub Co Pte Lt'
Publication date
Field of study
Full text link
Crossref
The Time-Dependent FX-SABR Model: Efficient Calibration based on Effective Parameters
Author
A Antonov
A Kawai
+47Â more
A Takahashi
A Van Haastrecht
A W Van Der Stoep
Anthonie Willem van der Stoep
B Chen
B Chen
B Dupire
B Engelmann
B Zhang
Cornelis W. Oosterlee
E Derman
E Derman
F Fang
G Baker
G Deelstra
G Tataru
H Geman
H Tanaka
I Gy�ngy
I Karatzas
J
J Cox
J Fern�ndez
J Hull
J Obl�j
J Sippel
K Larsson
L A Grzelak
L Paulot
Lech A. Grzelak
M Curran
M Musiela
O Islah
P Glasserman
P S Hagan
Q Wu
R Frey
R Lord
R Rebonato
R Rebonato
S E Shreve
S Johnson
T Weithers
V Piterbarg
V Piterbarg
Y Osajima
Y Ren
Publication venue
'Elsevier BV'
Publication date
01/01/2014
Field of study
Full text link
Crossref
Planning Purchase Decisions with Advanced Neural Networks
Author
A. Lindemann
C.L. Dunis
+9Â more
E. Kreyszig
H.G. Zimmermann
H.G. Zimmermann
H.J. Mettenheim von
H.J. Mettenheim von
K. Hornik
M.H. Breitner
M.R. Gibbons
T. Weithers
Publication venue
'Springer Science and Business Media LLC'
Publication date
01/01/2013
Field of study
No full text
Crossref
Determinants of credit default swaps spreads in European and Asian markets
Author
Abul Hassan
BY Zhang
+15Â more
CR Harvey
D Duffie
D Lando
D Mengle
EI Altman
FA Longstaff
J Hull
Jung-Suk Yu
K Carling
M Cremers
M Kabir Hassan
R Blanco
RF Dittmar
T Weithers
Thiti S Ngow
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
Do Australian Banks Use Credit Derivatives to Reduce Risk?
Author
? (acharaya
? (asic
+40Â more
? Afma
? Alan Greenspan
? Alexander Ineichen
? Arrow
? Azarchs
? Chilcote
? Credit Derivatives
? Das
? Fama
? Franke
? Guay
? Hu
? J P Morgan
? Lopez
? Morrison
? Plender
? Timothy
? Warner
A B Minton
Alan ? Greenspan
B ? Hirtle
C Geczy
D W Diamond
Das
Das
Das
F Kupper
G ? Gillian Tett
Instefjord
J Berkowitz
J E Stiglitz
Jack Hirshleifer
Jonathan York
Justin Schack
Kevin Davis
Michael Gibson
S Jerome
T Weithers
Vishal Bhan
W C Smith
Publication venue
'Elsevier BV'
Publication date
01/01/2009
Field of study
No full text
Crossref
Structural Characterization of Imazalil/β-Cyclodextrin Inclusion Complex
Author
Amato M. E.
Anderson J. M.
+33Â more
Arnoldi A.
Bax A.
Bax A.
Berzas Nevado J. J.
Bhandari B. R.
Botsi A.
Bruck S.
Connors K
Correia I.
Dailey O. D.
Dauber-Ogothorpe P.
Dodziuk H.
Eckert J. W
Faucci M. T.
Harata K
Hirayama F.
Irie T.
Kenawy E. R.
Kumar A.
Lai S.
Lezcano M.
Rance M.
Schirra M.
Schirra M.
Szejtli
Szejtli J
Szente L.
Teixeira M. A.
Tournaire-Arellano C.
Tyle P.
White-Weithers N.
Wilker W.
Yamamoto I.
Publication venue
'American Chemical Society (ACS)'
Publication date
Field of study
No full text
Crossref