Narrow search
Showing 1 - 10 of 71
Cover Image
Credit risk and credit derivatives : special issue
Brenner, Menachem (contributor);  … - 1998
Persistent link: https://www.econbiz.de/10001497906
Cover Image
On Cox processes and credit risky securities
Lando, David - In: Review of derivatives research 2 (1998) 2/3, pp. 99-120
Persistent link: https://www.econbiz.de/10001497926
Cover Image
Stock index dynamics and derivatives pricing with stochastic interest rates
Sørensen, Carsten - In: Review of derivatives research 2 (1999) 4, pp. 261-285
Persistent link: https://www.econbiz.de/10001445799
Cover Image
Pricing of non-redundant derivatives in a complete market
Bizid, Abdelhamid; Jouini, Elyès; Koehl, Pierre-François - In: Review of derivatives research 2 (1999) 4, pp. 287-314
Persistent link: https://www.econbiz.de/10001445801
Cover Image
A universal lattice
Chen, Ren-Raw; Yang, Tyler T. - In: Review of derivatives research 3 (1999) 2, pp. 115-133
Persistent link: https://www.econbiz.de/10001484568
Cover Image
The dynamics of the S&P 500 implied volatility surface
Skiadopoulos, George; Hodges, Stewart D.; Clewlow, Les - In: Review of derivatives research 3 (1999) 3, pp. 263-282
Persistent link: https://www.econbiz.de/10001493260
Cover Image
Drift estimation of generalized security price processes from high frequency derivative prices
Pandher, Gurupdesh S. - In: Review of derivatives research 4 (2000) 3, pp. 263-284
Persistent link: https://www.econbiz.de/10001596721
Cover Image
Credit events and the valuation of credit derivatives of basket type
Kijima, Masaaki; Muromachi, Yukio - In: Review of derivatives research 4 (2000) 1, pp. 55-79
Persistent link: https://www.econbiz.de/10001521987
Cover Image
Valuation of a credit swap of the basket type
Kijima, Masaaki - In: Review of derivatives research 4 (2000) 1, pp. 81-97
Persistent link: https://www.econbiz.de/10001521989
Cover Image
Electricity prices and power derivatives : evidence from the Nordic power exchange
Lucia, Julio J.; Schwartz, Eduardo S. - In: Review of derivatives research 5 (2002) 1, pp. 5-50
Persistent link: https://www.econbiz.de/10001652018