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Number of items: 4.

Leippold, Markus; Stromberg, Jacob (2017). Strategic technology adoption and hedging under incomplete markets. Journal of Banking and Finance, 81:181-199.

Leippold, Markus; Stromberg, Jacob (2014). Time-changed Levy LIBOR market model: Pricing and joint estimation of the cap surface and swaption cube. Journal of Financial Economics, 111(1):224-250.

Stromberg, Jacob. Essays on the Pricing and Modeling of Derivatives and Risk-taking Incentives. 2013, University of Zurich, Faculty of Economics.

Stromberg, Jacob; Leippold, Markus (2012). Time-Changed Levy LIBOR Market Model for the Joint Estimation and Pricing of Caps and Swaptions. SFI Research Paper Series 12-23, Swiss Finance Institute.

This list was generated on Thu Jul 18 22:11:00 2019 CEST.