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Jumps, martingales, and foreign exchange futures prices
Hu, Zu-Liu - 1996
Persistent link: https://www.econbiz.de/10000588419
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Factor model for stress-testing with a contingent claims model of the Chilean banking system
Gray, Dale; Walsh, James P. - 2008
Persistent link: https://www.econbiz.de/10003738026
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Deriving market expectations for the euro-dollar exchange rate from option prices
Krichene, Noureddine - 2004
Persistent link: https://www.econbiz.de/10002506182
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Pricing fund liquidity provision
Rossi, Marco - 2007
Persistent link: https://www.econbiz.de/10003432629
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A risk-based debt sustainability framework : incorporating balance sheets and uncertainty
Gray, Dale; Lim, Cheng Hoon; Loukoianova, Elena; … - 2008
Persistent link: https://www.econbiz.de/10003674662
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A new framework to estimate the risk-neutral probability density functions embedded in options prices
Cheng, Kevin C. - 2010
Persistent link: https://www.econbiz.de/10009406002
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Measuring and analyzing sovereign risk with contingent claims
Gapen, Michael T.; Gray, Dale; Lim, Cheng Hoon; Xiao, … - 2005
Persistent link: https://www.econbiz.de/10003218864
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Subordinated Levy processes and applications to crude oil options
Krichene, Noureddine - 2005
Persistent link: https://www.econbiz.de/10003222265
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Insurance value of international reserves : an option pricing approach
Yi, Chae-u - 2004
Persistent link: https://www.econbiz.de/10002452209
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The contingent claims approach to corporate vulnerability analysis : estimating default risk and economy-wide risk transfer
Gapen, Michael T.; Gray, Dale; Lim, Cheng Hoon; Xiao, … - 2004
Persistent link: https://www.econbiz.de/10002408336