Technical paper/Monte Carlo simulation
Risk evaluation of mortgage-loan portfolios in a low interest rate environment
Volume 16, Issue 5 (2014)
SABR symmetry
SABR symmetry
Fast gammas for Bermudan swaptions
Fast gammas for Bermudan swaptions
SABR spreads its wings
SABR spreads its wings
Rational shapes of local volatility
Rational shapes of local volatility
Cutting edge: Hedging price and volumetric risks of fixed-price load-serving contracts in natural gas markets
Cutting edge: Hedging price and volumetric risks of fixed-price load-serving contracts in natural gas markets