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person:"Hull, John"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Brigo, Damiano"
~person:"Kijima, Masaaki"
~person:"Longstaff, Francis A."
~person:"Schlögl, Erik"
~person:"Schön, Thomas"
~subject:"Credit"
~subject:"Insolvency"
~subject:"United States"
~subject:"Zinsstruktur"
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Brigo, Damiano
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International journal of theoretical and applied finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Working paper / National Bureau of Economic Research, Inc.
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Review of derivatives research
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The journal of finance : the journal of the American Finance Association
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
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