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Journal of banking & finance
International journal of theoretical and applied finance
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Close form pricing formulas for Coupon Cancellable CoCos
Corcuera, José Manuel
;
De Spiegeleer, Jan
;
Barbachan, …
- In:
Journal of banking & finance
42
(
2014
),
pp. 339-351
Persistent link: https://www.econbiz.de/10010408370
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Derivative pricing using multivariate affine generalized hyperbolic distributions
Fajardo, José
;
Farias, Aquiles
- In:
Journal of banking & finance
34
(
2010
)
7
,
pp. 1607-1618
Persistent link: https://www.econbiz.de/10008412245
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3
Barrier style contracts under Lévy processes : an alternative approach
Barbachan, José Santiago Fajardo
- In:
Journal of banking & finance
53
(
2015
),
pp. 179-187
Persistent link: https://www.econbiz.de/10011377718
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