Pelsser, Antoon André Jean (1968-)
B0325502, B0325504: Econometric Institute, Erasmus University Rotterdam, and Actuarial Dept., Nationale Nederlanden
| rdfs:label | "Pelsser, Antoon André Jean (1968-)" |
| schema:name | "Antoon André Jean Pelsser" |
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"Pelsser" |
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schema:given |
"Antoon André Jean" |
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"Pelsser, Antoon" |
| schema:description | "B0325502, B0325504: Econometric Institute, Erasmus University Rotterdam, and Actuarial Dept., Nationale Nederlanden" |
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schema:birth |
"1968" |
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<https:/ |
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<https:/ |
Inverse relations
[ .. ] → schema:contributor → Pelsser, Antoon André Jean (1968-)
A comparison of single factor Markov-functional and multi factor market models / Raoul Pietersz, Antoon A.J. Pelsserschema:ProductModel
Arbitrage-free pricing of quanto-swaptions / Phil Hunt and Antoon Pelsserschema:ProductModel
Fast drift approximated pricing in the BGM model / Raoul Pietersz, Antoon Pelsser and Marcel van Regenmortelschema:ProductModel
Level-slope-curvature - fact or artefact? / Roger Lord, Antoon Pelsserschema:ProductModel
Level-slope-curvature, fact or artefact? / Roger Lord, Antoon Pelsserschema:ProductModel
Libor and swap market models for the pricing of interest rate derivatives : an empirical analysis / Frank de Jong, Joost Driessen, Antoon Pelsserschema:ProductModel
Libor market models versus swap market models for pricing interest rate derivatives : an empirical analysis / Frank de Jong, Joost Driessen and Antoon Pelsserschema:ProductModel
Market value of insurance contracts with profit sharing / Pieter Bouwknegt and Antoon Pelsserschema:ProductModel
Markov-functional interest rate models / Phil Hunt, Joanne Kennedy and Antoon Pelsserschema:ProductModel
Observational equivalence of discrete string models and market models / by Jeroen Kerkhof and Antoon Pelsserschema:ProductModel
On the information in the interest rate term structure and option prices / Frank De Jong, Joost Driessen, Antoon Pelsserschema:ProductModel
[ .. ] → schema:author → Pelsser, Antoon André Jean (1968-)
Efficient methods for valuing and managing interest rate and other derivative securities / Antoon André Jean Pelsserschema:ProductModel
Mathematical foundation of convexity correction / Antoon Pelsserschema:ProductModel
Optimal optioned portfolios with confidence limits on shortfall constraints / Antoon Pelsser and Ton Vorstschema:ProductModel
Pricing and hedging guaranteed annuity options via static option replication / Antoon Pelsserschema:ProductModel
Pricing and hedging guaranteed annuity options via static option replication / Antoon Pelsserschema:ProductModel
Pricing double barrier options : an analytical approach / Antoon Pelsserschema:ProductModel
Pricing double barrier options : an analytical approach / Antoon Pelsserschema:ProductModel
Pricing double barrier options using analytical inversion of laplace transforms / Antoon Pelsserschema:ProductModel
Pricing of flexible and limit caps / Antoon Pelsser and Ton Vorstschema:ProductModel
Risico en rendement in balans voor verzekeraars / Antoon A.J. Pelsserschema:ProductModel
Risico en rendement in balans voor verzekeraars / Antoon A.J. Pelsserschema:ProductModel
Some extensions to derivative asset pricing theory / Antoon Pelsserschema:ProductModel
The binomial model and the Greeks / A. Pelsser and A.C.F. Vorstschema:ProductModel
The binomial model and the Greeks / Antoon Pelsser and Ton Vorstschema:ProductModel
Transaction costs and efficiency of portfolio strategies / Antoon Pelsser and Ton Vorstschema:ProductModel
Transaction costs and efficiency of portfolio strategies / Antoon Pelsser, Ton Vorstschema:ProductModel