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Special issue on credit correlation : life after Copulas
Lipton, Alexander (contributor) - In: International journal of theoretical and applied finance Vol. 10, no. 4 (2007)
Persistent link: https://www.econbiz.de/10004924837
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Efficient computation of exposure profiles for counterparty credit risk
Graaf, Cornelis S. L. de; Feng, Qian; Kandhai, Drona; … - In: International journal of theoretical and applied finance 17 (2014) 4, pp. 1-23
Persistent link: https://www.econbiz.de/10010391508
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Hedge-fund management with liquidity constraint
Ramirez, Hugo E.; Duck, Peter; Johnson, Paul; Howell, … - In: International journal of theoretical and applied finance 22 (2019) 6, pp. 1-31
Persistent link: https://www.econbiz.de/10012153086
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Currency derivatives under a minimal market model with random scaling
Heath, David C.; Platen, Eckhard - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 1157-1177
Persistent link: https://www.econbiz.de/10003280050
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Pricing derivatives on two-dimensional Lévy processes
Barbachan, José Santiago Fajardo; Mordecki, Ernesto - In: International journal of theoretical and applied finance 9 (2006) 2, pp. 185-197
Persistent link: https://www.econbiz.de/10003312719
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On finite dimensional realizations for the term structure of futures prices
Björk, Tomas; Blix, Magnus; Landén, Camilla - In: International journal of theoretical and applied finance 9 (2006) 3, pp. 281-314
Persistent link: https://www.econbiz.de/10003344282
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A dynamic approach to the modeling of correlation credit derivatives using Markov chains
Di Graziano, Giuseppe; Rogers, Leonard C. G. - In: International journal of theoretical and applied finance 12 (2009) 1, pp. 45-62
Persistent link: https://www.econbiz.de/10003847557
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Pricing of exotic energy derivatives based on arithmetic spot models
Benth, Fred Espen; Kufakunesu, Rodwell - In: International journal of theoretical and applied finance 12 (2009) 4, pp. 491-506
Persistent link: https://www.econbiz.de/10003879078
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Simultaneous calibration to a range of portfolio credit derivatives with a dynamic discrete-time multi-step Markov loss model
Walker, Michael B. - In: International journal of theoretical and applied finance 12 (2009) 5, pp. 633-662
Persistent link: https://www.econbiz.de/10003899505
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Explicit solutions for a nonlinear model of financial derivatives
Bordag, L. A.; Chmakova, Alina Y. - In: International journal of theoretical and applied finance 10 (2007) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10003415479