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A Markovian defaultable term structure model with state dependent volatilities
Chiarella, Carl; Nikitopoulos, Christina Sklibosios; … - In: International journal of theoretical and applied finance 10 (2007) 1, pp. 155-202
Persistent link: https://www.econbiz.de/10003415746
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Credit derivatives pricing with stochastic volatility models
Chiarella, Carl; Chege Maina, Samuel; Nikitopoulos, … - In: International journal of theoretical and applied finance 16 (2013) 4, pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
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CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS
CHIARELLA, CARL; MAINA, SAMUEL CHEGE; SKLIBOSIOS, … - In: International journal of theoretical and applied finance 16 (2013) 4
Persistent link: https://www.econbiz.de/10010151928