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A leverage ratio rule for capital adequacy
Jarrow, Robert A. - In: Journal of banking & finance 37 (2013) 3, pp. 973-976
Persistent link: https://www.econbiz.de/10009708725
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Pricing derivatives on financial securities subject to credit risk
Jarrow, Robert A.; Turnbull, Stuart M. - In: Credit risk models and management, (pp. 333-374). 2004
Persistent link: https://www.econbiz.de/10002432611
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Pricing black-scholes options with correlated credit risk
Klein, Peter - In: Journal of banking & finance 20 (1996) 7, pp. 1211-1229
Persistent link: https://www.econbiz.de/10001204896
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Pricing vulnerable European options when the option's payoff can increase the risk of financial distress
Klein, Peter; Inglis, Michael - In: Journal of banking & finance 25 (2001) 5, pp. 993-1012
Persistent link: https://www.econbiz.de/10001570916
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The intersection of market and credit risk
Jarrow, Robert A.; Turnbull, Stuart M. - In: Journal of banking & finance 24 (2000) 1/2, pp. 271-299
Persistent link: https://www.econbiz.de/10001432993