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Correlation and the pricing of risks
Atlan, Marc; Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: Annals of finance 3 (2007) 4, pp. 411-453
Persistent link: https://www.econbiz.de/10003529804
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Two price economies in continuous time
Eberlein, Ernst; Madan, Dilip B.; Pistorius, Martijn; … - In: Annals of finance 10 (2014) 1, pp. 71-100
Persistent link: https://www.econbiz.de/10010244607
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On the calibration of structural credit spread models
Qi, Howard; Liu, Sheen; Wu, Chunchi - In: Annals of finance 5 (2009) 2, pp. 189-208
Persistent link: https://www.econbiz.de/10003813195