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Pricing fixed-income securities in an information-based framework
Hughston, Lane P.; Macrina, Andrea - In: Applied mathematical finance 19 (2012) 3/4, pp. 361-379
Persistent link: https://www.econbiz.de/10009710964
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Pricing Fixed-Income Securities in an Information-Based Framework
Hughston, Lane P.; Macrina, Andrea - In: Applied mathematical finance 19 (2012) 4, pp. 361-380
Persistent link: https://www.econbiz.de/10009998602
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Pricing of defaultable bonds with random information flow
Brody, Dorje C.; Law, Yan Tai - In: Applied mathematical finance 22 (2015) 5/6, pp. 399-420
Persistent link: https://www.econbiz.de/10011490604
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Optimal hedging in incomplete markets
Bouzianis, George; Hughston, Lane P. - In: Applied mathematical finance 27 (2020) 4, pp. 265-287
Persistent link: https://www.econbiz.de/10012425323