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It's your choice : a unified approach to chooser options
Sandmann, Klaus; Wittke, Manuel - In: International journal of theoretical and applied finance 13 (2010) 1, pp. 139-161
Persistent link: https://www.econbiz.de/10008860419
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Credit risk modeling with misreporting and incomplete information
Capponi, Agostino; Cvitanić, Jakša - In: International journal of theoretical and applied finance 12 (2009) 1, pp. 83-112
Persistent link: https://www.econbiz.de/10003847569
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Credit risk valuation with rating transitions and partial information
Hainaut, Donatien; Robert, Christian Yann - In: International journal of theoretical and applied finance 17 (2014) 7, pp. 1-44
Persistent link: https://www.econbiz.de/10010498847
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A general framework for high yield bond investment
Korn, Ralf; Kovilyanskaya, Helen - In: International journal of theoretical and applied finance 10 (2007) 6, pp. 967-984
Persistent link: https://www.econbiz.de/10003630979
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Corporate bond risk from stock dividend uncertainty
Wise, Mark B.; Lee, Peter B.; Bhansali, Vineer - In: International journal of theoretical and applied finance 7 (2004) 6, pp. 741-755
Persistent link: https://www.econbiz.de/10002200671
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Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi; Nishihara, Michi - In: International journal of theoretical and applied finance 24 (2021) 3, pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
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Credit spread and liquidation value-based debt financing constraint
Shibata, Takashi; Nishihara, Michi - In: International journal of theoretical and applied finance 22 (2019) 5, pp. 1-27
Persistent link: https://www.econbiz.de/10012153003
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Informationally dynamized Gaussian copula
Crépey, S.; Jeanblanc, Monique; Wu, Dong Li - In: International journal of theoretical and applied finance 16 (2013) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10009748717
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An explicit option-based strategy that outperforms dollar cost averaging
Vanduffel, Steven; Ahcan, Ales; Henrard, Luc; Maj, Mateusz - In: International journal of theoretical and applied finance 15 (2012) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10009624518
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Implications for hedging of the choice of driving process for one-factor Markov-functional models
Kennedy, Joanne E.; Pham, Duy - In: International journal of theoretical and applied finance 16 (2013) 5, pp. 1-51
Persistent link: https://www.econbiz.de/10009783994