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Search: person:"Lagnado, Ronald"
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Lagnado, Ronald
8
Osher, Stanley
3
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1
Pension funds should never rely on correlation
Lagnado, Ronald
;
Taleb, Nassim Nicholas
- In:
The journal of alternative investments : JAI
24
(
2022
)
4
,
pp. 8-17
Persistent link: https://www.econbiz.de/10013350316
Saved in:
2
Recovery assumptions in the valuation of credit derivatives
Delianedis, Gordon
;
Lagnado, Ronald
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 20-30
Persistent link: https://www.econbiz.de/10001701705
Saved in:
3
RECOVERY ASSUMPTIONS IN THE VALUATION OF CREDIT DERIVATIVES
Delianedis, Gordon
;
Lagnado, Ronald
- In:
The journal of fixed income
11
(
2002
)
4
,
pp. 20-30
Persistent link: https://www.econbiz.de/10007167618
Saved in:
4
A technique for calibrating derivative security pricing models : numerical solution of an inverse problem
Lagnado, Ronald
;
Osher, Stanley
- In:
The journal of computational finance
1
(
1997
)
1
,
pp. 13-25
Persistent link: https://www.econbiz.de/10001632718
Saved in:
5
Strategic asset allocation
Brennan, Michael J.
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1377-1403
Persistent link: https://www.econbiz.de/10001222043
Saved in:
6
RECONCILING DIFFERENCES - How to calibrate an option pricing model to the volatility smile.
Lagnado, Ronald
;
Osher, Stanley
- In:
Risk : managing risk in the world's financial markets
10
(
1997
)
4
,
pp. 79-83
Persistent link: https://www.econbiz.de/10007070440
Saved in:
7
Strategic asset allocation
Brennan, Michael J.
;
Schwartz, Eduardo S.
;
Lagnado, Ronald
- In:
Journal of Economic Dynamics and Control
21
(
1997
)
8-9
,
pp. 1377-1403
Persistent link: https://www.econbiz.de/10005229604
Saved in:
8
A Technique for Calibrating Derivative Security Pricing Models: Numerical Solution of an Inverse Problem
Lagnado, Ronald
;
Osher, Stanley
-
Society for Computational Economics - SCE
Persistent link: https://www.econbiz.de/10005345240
Saved in:
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