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Risk management under a prudential policy
Assa, Hirbod - In: Decisions in economics and finance : DEF ; a journal of … 38 (2015) 2, pp. 217-230
Persistent link: https://www.econbiz.de/10011342170
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Insuring against the shortfall risk associated with real options
Weisshaupt, Heinz - In: Decisions in economics and finance : DEF ; a journal of … 26 (2003) 2, pp. 81-96
Persistent link: https://www.econbiz.de/10001827948
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A mixed PDE-Monte Carlo approcha for pricing credit default index swaptions
Bally, Vlad; Caramellino, Lucia; Zanette, Antonino - In: Decisions in economics and finance : DEF ; a journal of … 29 (2006) 2, pp. 121-137
Persistent link: https://www.econbiz.de/10003835675
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Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options
Sabino, Piergiacomo - In: Decisions in economics and finance : DEF ; a journal of … 32 (2009) 1, pp. 49-65
Persistent link: https://www.econbiz.de/10003835862
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Sensitivities for Bermudan options by regression methods
Belomestny, Denis; Milʹstejn, Grigorij N.; … - In: Decisions in economics and finance : DEF ; a journal of … 33 (2010) 2, pp. 117-138
Persistent link: https://www.econbiz.de/10008668146
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Utility indifference valuation for jump risky assets
Ceci, Claudia; Gerardi, Anna - In: Decisions in economics and finance : DEF ; a journal of … 34 (2011) 2, pp. 85-120
Persistent link: https://www.econbiz.de/10009375096
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The instantaneous return and volatility of a covered call position
Edwards, Craig Steven - In: Applied economics letters 22 (2015) 13/15, pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
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Multidimensional quasi-Monte Carlo Malliavin Greeks
Cufaro Petroni, Nicola; Sabino, Piergiacomo - In: Decisions in economics and finance : DEF ; a journal of … 36 (2013) 2, pp. 199-224
Persistent link: https://www.econbiz.de/10010195612
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Pricing black-scholes options with correlated credit risk and jump risk
Xu, Weidong; Xu, Weijun; Xiao, Weilin - In: Applied economics letters 22 (2015) 1/3, pp. 87-93
Persistent link: https://www.econbiz.de/10010482058
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Default-risky bond prices with jumps, liquidity risk and incomplete information
Jeanblanc, Monique; Valchev, Stoyan - In: Decisions in economics and finance : DEF ; a journal of … 30 (2007) 2, pp. 109-136
Persistent link: https://www.econbiz.de/10003630273