Jacques van Appel
Jacques van Appel
Verified email at uj.ac.za
Title
Cited by
Cited by
Year
Efficient long-dated swaption volatility approximation in the forward-LIBOR model
J Van Appel, TA McWalter
International Journal of Theoretical and Applied Finance 21 (04), 1850020, 2018
12018
Estimating Short Rate Models with Application to Bonds and Bond Options
J Van Appel
PQDT-Global, 2014
12014
Moment Approximations of Displaced Forward-LIBOR Rates with Application to Swaptions
J Van Appel, T McWalter
International Journal of Theoretical and Applied Finance 23 (07), 2050046, 2020
2020
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Articles 1–3