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ECONIS (ZBW)
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1
CDS Returns
Augustin, Patrick
;
Saleh, Fahad
;
Xu, Haohua
- In:
Journal of economic dynamics & control
118
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012503412
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2
Corporate credit risk prediction under stochastic volatility and jumps
Bu, Di
;
Liao, Yin
- In:
Journal of economic dynamics & control
47
(
2014
),
pp. 263-281
Persistent link: https://www.econbiz.de/10010485852
Saved in:
3
Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
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4
Estimating redenomination risk under Gumbel–Hougaard survival copulas
Cherubini, Umberto
- In:
Journal of economic dynamics & control
133
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014535826
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5
Two-factor convertible bonds valuation using the method of characteristics/finite elements
Barone-Adesi, Giovanni
;
Bermudez, Ana
;
Hatgioannides, John
- In:
Journal of economic dynamics & control
27
(
2003
)
10
,
pp. 1801-1831
Persistent link: https://www.econbiz.de/10001755431
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6
Real options and contingent convertibles with regime switching
Luo, Pengfei
;
Yang, Zhaojun
- In:
Journal of economic dynamics & control
75
(
2017
),
pp. 122-135
Persistent link: https://www.econbiz.de/10011817155
Saved in:
7
Premia for correlated default risk
Azizpour, Shahriar
;
Giesecke, Kay
;
Kim, Baeho
- In:
Journal of economic dynamics & control
35
(
2011
)
8
,
pp. 1340-1357
Persistent link: https://www.econbiz.de/10009241405
Saved in:
8
Recovering default risk from CDS spreads with a nonlinear filter
Guarin, Alexander
;
Liu, Xiaoquan
;
Wing Lon Ng
- In:
Journal of economic dynamics & control
38
(
2014
),
pp. 87-104
Persistent link: https://www.econbiz.de/10010387855
Saved in:
9
Option
hedging
theory under transaction costs
Lai, Tze Leung
;
Lim, Tiong Wee
- In:
Journal of economic dynamics & control
33
(
2009
)
12
,
pp. 1945-1961
Persistent link: https://www.econbiz.de/10003908249
Saved in:
10
Consistent modeling of S&P 500 and VIX derivatives
Lin, Yueh-neng
;
Chang, Chien-hung
- In:
Journal of economic dynamics & control
34
(
2010
)
11
,
pp. 2302-2319
Persistent link: https://www.econbiz.de/10009008878
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