Joanne E. Kennedy

Implied interest rate pricing models

Philip J. Hunt, Joanne E. Kennedy, 1998, Finance Stochastics.

One-Dimensional Markov-Functional Models Driven by a Non-Gaussian Driver

Joanne E. Kennedy, Jaka Gogala, 2019 .

Financial Derivatives in Theory and Practice

Joanne E. Kennedy, P. Hunt, J. Kennedy, 2000 .

Markov-Functional Interest Rate Models

Antoon Pelsser, Joanne E. Kennedy, P. Hunt, 1999 .