Alpha-root Processes for Derivatives pricing
Year of publication: |
2010-01-11
|
---|---|
Authors: | Balakrishna, BS |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | alpha-root process | square-root process | Cox-Ingersoll-Ross | CIR | stable process | Levy process | term-structure model | volatility smile |
-
Credit Models and the Crisis, or : How I Learned to Stop Worrying and Love the CDOs
Brigo, Damiano, (2010)
-
Did Option Prices Predict the ERM Crises?
Mizrach, Bruce, (1996)
-
Did Option Prices Predict the ERM Crises?
Mizrach, Bruce, (1996)
- More ...
-
Reference Points in Renegotiations: The Role of Contracts and Competition
Bartling, Björn, (2012)
-
Globalization and Multiproduct Firms
Nocke, Volker, (2013)
-
Repeated moral hazard and contracts with memory: A laboratory experiment
Nieken, Petra, (2012)
- More ...