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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Ahn, Chang-mo"
~person:"Brigo, Damiano"
~subject:"Theory"
~type:"article"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
4
Finance and stochastics
2
Journal of financial engineering
1
Journal of risk management in financial institutions
1
Quantitative finance
1
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ECONIS (ZBW)
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Arbitrage-free bilateral counterparty risk valuation under collateralization and application to credit default swaps
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 125-146
Persistent link: https://www.econbiz.de/10010256178
Saved in:
2
An exact formula for default swaptions' pricing in the SSRJD stochastic intensity model
Brigo, Damiano
;
El-Bachir, Naoufel
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 365-382
Persistent link: https://www.econbiz.de/10008665084
Saved in:
3
Option pricing when jump risk is systematic
Ahn, Chang-mo
- In:
Mathematical finance : an international journal of …
2
(
1992
)
4
,
pp. 299-308
Persistent link: https://www.econbiz.de/10001143966
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