David Glavind Skovmand

David Glavind Skovmand

Associate Professor

ORCID: 0000-0003-4815-6808

Publication year:
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11 - 14 out of 14Page size: 10
  1. 2012

  2. Efficient and accurate log-Lévy approximations of Lévy-driven LIBOR models

    Papapantoleon, A., Schoenmakers, J. & Skovmand, David Glavind, Jun 2012, In: Journal of Computational Finance. 15, 4, p. 3-44 42 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. 2010
  4. Published

    Numerical methods for the Lévy LIBOR model

    Papapantoleon, A. & Skovmand, David Glavind, 16 Jun 2010, In: In M.R. Guarracino et al..

    Research output: Contribution to journal › Journal article › Research › peer-review

  5. 2009
  6. Published

    Implied and realized volatility in the cross-section of equity options

    Ammann, M., Skovmand, David Glavind & Verhofen, M., 1 Sep 2009, In: International Journal of Theoretical and Applied Finance. 12, 6, p. 745-765 21 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  7. 2007
  8. Published

    The Valuation of Callable Bonds with Floored CMS-Spread Coupons

    Jørgensen, P. L. & Skovmand, David Glavind, Nov 2007, In: Wilmott Magazine, pp. 106-125, November 2007.

    Research output: Contribution to journal › Journal article › Research › peer-review

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