Fingerprint
Dive into the research topics where Thomas Lonon is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
Research output
- 2 Article
-
Pricing bermudan variance swaptions using multinomial trees
Zhao, H., Chatterjee, R., Lonon, T. & Florescu, I., Mar 2019, In: Journal of Derivatives. 26, 3, p. 22-34 13 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
Pricing variance, gamma, and corridor swaps using multinomial trees
Zhao, H., Zhao, Z., Chatterjee, R., Lonon, T. & Florescu, I., 1 Dec 2017, In: Journal of Derivatives. 25, 2, p. 7-21 15 p.Research output: Contribution to journal › Article › peer-review
3 Scopus citations