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The role of asset payouts in the estimation of default barriers
Bougias, Alexandros; Episcopos, Athanasios; Leledakis, … - In: International review of financial analysis 81 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013396237
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Credit insurance and investment : a contingent claims analysis approach
Lai, Van Son; Soumaré, Issoufa - In: International review of financial analysis 19 (2010) 2, pp. 98-107
Persistent link: https://www.econbiz.de/10008669497
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Beyong Basel-2 simplified standardized approach : credit risk valuation of short-term loan commitments
Chateau, Jean-Pierre D. - In: International review of financial analysis 16 (2007) 5, pp. 412-433
Persistent link: https://www.econbiz.de/10003612960
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A simple continous measure of credit risk
Byström, Hans N. E.; Kwon, Oh Kang - In: International review of financial analysis 16 (2007) 5, pp. 508-523
Persistent link: https://www.econbiz.de/10003612983
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The valuation of catastrophe bonds with exposure to currency exchange risk
Lai, Van Son; Parcollet, Mathieu; Lamond, Bernard F. - In: International review of financial analysis 33 (2014), pp. 243-252
Persistent link: https://www.econbiz.de/10010520456
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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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Pricing of derivatives on commodity indices
Rauch, Johannes; Krayzler, Mikhail; Brunner, Bernhard; … - In: International review of financial analysis 29 (2013), pp. 143-151
Persistent link: https://www.econbiz.de/10010244113
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Valuation and analysis of contingent convertible securities with jump risk
Yang, Zhaojun; Zhao, Zhiming - In: International review of financial analysis 41 (2015), pp. 124-135
Persistent link: https://www.econbiz.de/10011508616
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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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Momentum and default risk : some results using the jump component
González-Urteaga, Ana; Muga, Luis; Santamaría … - In: International review of financial analysis 40 (2015), pp. 185-193
Persistent link: https://www.econbiz.de/10011475738