search query: @author Pelsser, A. / total: 3
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1.
Swap vega in BGM: pitfalls and alternatives
Risk
2004 : MAR, VOL. 17:3, p. 91-93
 2004 Pietersz, R.
Pelsser, A.
2.
Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis
European Finance Review
2001 : VOL. 5:3, p. 201-237
 2001 Jong, F. de
Driessen, J.
Pelsser, A.
3.
Transaction costs and efficiency of portfolio strategies
European Journal of Operational Research
1996 : JUN 7, VOL. 91:2, p. 250-263
 1996 Pelsser, A.
Vorst, T.
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