Showing 1 - 5 results of 5 for search 'Ouwehand, P', query time: 0.04s Refine Results
  1. 1
    Investigation on the efficient frontier based on CVaR under copula dependence structure with applications to South African JSE stocks
    by Damaseb, W B
    Published 2014
    Other Authors: “...Ouwehand, P...”
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    Dissertation
  2. 2
    Pricing and hedging asian options using Monte Carlo and integral transform techniques
    by Chibawara, Trust
    Published 2010
    Other Authors: “...Ouwehand, P. W....”
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    Others
  3. 3
    Heath–Jarrow–Morton models with jumps
    by Alfeus, Mesias
    Published 2015
    Other Authors: “...Ouwehand, P. W....”
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    Others
  4. 4
    Fourier methods for pricing early-exercise options under levy dynamics
    by Fadina, Tolulope Rhoda
    Published 2012
    Other Authors: “...Ouwehand, P. W....”
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    Others
  5. 5
    American Monte Carlo option pricing under pure jump levy models
    by West, Lydia
    Published 2013
    Other Authors: “...Ouwehand, P. W....”
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    Others
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