Expansion formulas for bivariate payoffs with application to best-of options on equity and inflation

von Gobet, Emmanuel
Veröffentlicht in International journal of theoretical and applied finance (2014)

Calibration of local volatility model with stochastic interestrates by efficient numerical PDE methods

von Hok, Julien
Veröffentlicht in Decisions in economics and finance (2019)

Expansion formulas for European quanto options in a local volatility FX-LIBOR model

von Hok, Julien
Veröffentlicht in International journal of theoretical and applied finance (2018)