MURAL - Maynooth University Research Archive Library



    Items where Author is "Prokopczuk, Marcel"


    [up] Up a level
    Group by: Item Type | Date | No Grouping
    Jump to: 2016 | 2014
    Number of items: 2.

    2016

    Arismendi Zambrano, Juan, Back, Janis, Prokopczuk, Marcel, Paschke, Raphael and Rudolf, Markus (2016) Seasonal Stochastic Volatility: Implications for the pricing of commodity options. Journal of Banking and Finance, 66. pp. 53-65. ISSN 0378-4266

    2014

    Arismendi Zambrano, Juan and Prokopczuk, Marcel (2014) A moment-based analytic approximation of the risk-neutral density of American options. Applied Mathematical Finance, 23 (6). pp. 409-444. ISSN 1350-486X

    This list was generated on Mon Dec 23 01:32:43 2024 UTC.
    MURAL - Maynooth University Research Archive Library is powered by EPrints 3.4 which is developed by the School of Electronics and Computer Science at the University of Southampton. About EPrints | Accessibility