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pro vyhledávání: '"Jan van Heys"'
Autor:
Jan van Heys, Reik H. Börger
Publikováno v:
Applied Mathematical Finance. 17:453-469
This work discusses the calibration of instantaneous Libor correlations in the Libor market model. We extend the existing calibration strategies by the incorporation of spread option implied correlation information. The correlation structure implied
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d47b6b7950b23bed5bbbd278e746fa99
https://doi.org/10.1080/13504860903541317
https://doi.org/10.1080/13504860903541317
Autor:
Jan van Heys, E. Pehlke
Publikováno v:
Physical Review B. 72
Surface stress and chemisorption energy have been calculated for partially hydrogen-covered Si(001) surfaces by means of density-functional total-energy calculations. A stronger variation of the stress component ${\ensuremath{\sigma}}_{\ensuremath{\p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3120d6f4b8237d171c72713599816ae5
https://doi.org/10.1103/physrevb.72.125351
https://doi.org/10.1103/physrevb.72.125351