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Exact solutions for bond and option prices with systematic jump risk
Das, Sanjiv R. - In: Review of derivatives research 1 (1996) 1, pp. 7-24
Persistent link: https://www.econbiz.de/10001205606
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The valuation and behavior of black-scholes options subject to intertemporal default risk
Rich, Don R. - In: Review of derivatives research 1 (1996) 1, pp. 25-59
Persistent link: https://www.econbiz.de/10001205608
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On pricing kernels and finite-state variable health Jarrow Morton models
Pennacchi, George G. - In: Review of derivatives research 1 (1996) 1, pp. 87-99
Persistent link: https://www.econbiz.de/10001205609
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Optimal investment and production decisions and the value of the firm
Cortazar, Gonzalo - In: Review of derivatives research 2 (1998) 1, pp. 39-57
Persistent link: https://www.econbiz.de/10001250188
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American bond option pricing in one-factor dynamic term structure models
Løchte Jørgensen, Peter - In: Review of derivatives research 1 (1996) 3, pp. 245-267
Persistent link: https://www.econbiz.de/10001238753
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Discrete-time bond and option pricing for jump-diffusion processes
Das, Sanjiv R. - In: Review of derivatives research 1 (1996) 3, pp. 211-243
Persistent link: https://www.econbiz.de/10001238754
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On rational jump diffusion models : an approach using potentials
Burnetas, Apostolos N. - In: Review of derivatives research 1 (1997) 4, pp. 325-349
Persistent link: https://www.econbiz.de/10001238756
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State-dependent realignments in target zone currency regimes
Christensen, Peter Ove - In: Review of derivatives research 1 (1997) 4, pp. 295-323
Persistent link: https://www.econbiz.de/10001238757
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American stochastic volatility call option pricing : a lattice based approach
Finucane, Thomas J. - In: Review of derivatives research 1 (1996) 2, pp. 183-201
Persistent link: https://www.econbiz.de/10001218116
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Valuing foreign exchange rate derivatives with a bounded exchange process
Ingersoll, Jonathan E. - In: Review of derivatives research 1 (1996) 2, pp. 159-181
Persistent link: https://www.econbiz.de/10001218118