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Convenience yields
Jarrow, Robert A. - In: Review of derivatives research 13 (2010) 1, pp. 25-43
Persistent link: https://www.econbiz.de/10008695502
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The valuation of a firm's investment opportunities : a reduced form credit risk perspective
Jarrow, Robert A.; Purnanandam, Amiyatosh - In: Review of derivatives research 10 (2007) 1, pp. 39-58
Persistent link: https://www.econbiz.de/10003705843
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Tax liens: a novel application of asset pricing theory
Jarrow, Robert A.; Tyagi, Vikrant - In: Review of derivatives research 10 (2007) 2, pp. 181-204
Persistent link: https://www.econbiz.de/10003705869
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Option pricing using a binomial model with random time steps (a formal model of gamma hedging)
Dengler, Heike - In: Review of derivatives research 1 (1996) 2, pp. 107-138
Persistent link: https://www.econbiz.de/10001218120
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Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun - In: Applied economics letters 29 (2022) 3, pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
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Pricing vulnerable options with jump risk and liquidity risk
Wang, Xingchun - In: Review of derivatives research 24 (2021) 3, pp. 243-260
Persistent link: https://www.econbiz.de/10012659671
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Valuing fade-in options with default risk in Heston-Nandi GARCH models
Wang, Xingchun - In: Review of derivatives research 25 (2022) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10013191374
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Valuing vulnerable options with bond collateral
Wang, Guanying; Wang, Xingchun - In: Applied economics letters 28 (2021) 2, pp. 115-118
Persistent link: https://www.econbiz.de/10012415094
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Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes
Liang, Gechun; Wang, Xingchun - In: Review of derivatives research 24 (2021) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10012498465
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Valuing vulnerable options with two underlying assets
Wang, Xingchun - In: Applied economics letters 27 (2020) 21, pp. 1699-1706
Persistent link: https://www.econbiz.de/10012315771