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The relative valuation of caps and swaptions : theory and empirical evidence
Longstaff, Francis A.; Santa-Clara, Pedro; Schwartz, … - In: The journal of finance : the journal of the American … 56 (2001) 6, pp. 2067-2109
Persistent link: https://www.econbiz.de/10001631728
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Swap rates and credit quality
Duffie, Darrell - In: The journal of finance : the journal of the American … 51 (1996) 3, pp. 921-949
Persistent link: https://www.econbiz.de/10001203636
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The default risk of swaps
Cooper, Ian - In: The journal of finance : the journal of the American … 46 (1991) 2, pp. 597-620
Persistent link: https://www.econbiz.de/10001108680
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Swaps: plain and fanciful
Litzenberger, Robert H. - In: The journal of finance : the journal of the American … 47 (1992) 3, pp. 831-850
Persistent link: https://www.econbiz.de/10001132041
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Interest rate swaps and corporate financing choices
Titman, Sheridan - In: The journal of finance : the journal of the American … 47 (1992) 4, pp. 1503-1516
Persistent link: https://www.econbiz.de/10001133686
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The exact law of large numbers via Fubini extension and characterization of insurable risks
Sun, Yeneng - In: Journal of economic theory 126 (2006) 1, pp. 31-69
Persistent link: https://www.econbiz.de/10003278301
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Subjective multi-prior probability : a representation of a partial likelihood relation
Alon, Shiri; Lehrer, Ehud - In: Journal of economic theory 151 (2014), pp. 476-492
Persistent link: https://www.econbiz.de/10010389592
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Uncertainty aversion and preference for randomisation
Eichberger, Jürgen - In: Journal of economic theory 71 (1996) 1, pp. 31-43
Persistent link: https://www.econbiz.de/10001209442
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A simple nonparametric approach to derivative security valuation
Stutzer, Michael J. - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1633-1652
Persistent link: https://www.econbiz.de/10001211779
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Recovering probability distributions from option prices
Jackwerth, Jens Carsten - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1611-1631
Persistent link: https://www.econbiz.de/10001211781