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Welcome to The Journal of Computational Finance's Online Early Forum. Here you will find the latest peer reviewed, accepted papers before they are available in print. With Online Early publication,...
This paper presents a simple approximation for the noarbitrage drifts that appear in Libor market model SABR-family term structure models.
This paper develops a new financial product that allows the profit-and-loss sharing (PLS) principle to be enforced recursively in practice.
Welcome to The Journal of Risk's Online Early Forum. Here you will find the latest peer reviewed, accepted papers before they are available in print. With Online Early publication, users can access...
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