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~person:"Claessens, Stijn"
~person:"Neftci, Salih N."
~type_genre:"Aufsatz in Zeitschrift"
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Claessens, Stijn
Neftci, Salih N.
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Pricing and hedging of contingent credit lines
Loukoianova, Elena
;
Neftci, Salih N.
;
Sharma, Sunil
- In:
The journal of derivatives : the official publication …
14
(
2007
)
3
,
pp. 61-79
Persistent link: https://www.econbiz.de/10003447152
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2
The optimal currency composition of external debt : theory and applications to Mexico and Brazil
Claessens, Stijn
- In:
The World Bank economic review
6
(
1992
)
3
,
pp. 503-528
Persistent link: https://www.econbiz.de/10001138250
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3
Optimal dynamic hedging portfolios and the currency composition of external debt
Kroner, Kenneth F.
- In:
Journal of international money and finance
10
(
1991
)
1
,
pp. 131-148
Persistent link: https://www.econbiz.de/10001101900
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