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Estimating loss-given default through advanced credibility theory
Bonini, Stefano; Caivano, Giuliana - In: The European journal of finance 22 (2016) 13/15, pp. 1351-1362
Persistent link: https://www.econbiz.de/10011715432
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Multivariate asset models using Lévy processes and applications
Ballotta, Laura; Bonfiglioli, Efrem - In: The European journal of finance 22 (2016) 13/15, pp. 1320-1350
Persistent link: https://www.econbiz.de/10011715430
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High-order accurate implicit finite difference method for evaluating American options
Mayo, A. - In: The European journal of finance 10 (2004) 3, pp. 212-237
Persistent link: https://www.econbiz.de/10002093907
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New mathematical and statistical methods for actuarial science and finance : introduction
Eling, Martin; Loperfido, Nicola - In: The European journal of finance 26 (2020) 2/3, pp. 96-99
Persistent link: https://www.econbiz.de/10012207187
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Modeling severity risk under PD-LGD correlation
Han, Chulwoo - In: The European journal of finance 23 (2017) 13/15, pp. 1572-1588
Persistent link: https://www.econbiz.de/10012014695
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European asset swap spreads and the credit crisis
Aussenegg, Wolfgang; Götz, Lukas; Jelic, Ranko - In: The European journal of finance 22 (2016) 7/9, pp. 572-600
Persistent link: https://www.econbiz.de/10011619062
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Transparency, idiosyncratic risk, and convertible bonds
Lin, Yi-Mien; Chao, Chin-Fang; Liu, Chih-Liang - In: The European journal of finance 20 (2014) 1/3, pp. 80-103
Persistent link: https://www.econbiz.de/10010462197
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A structural model for credit risk with switching processes and synchronous jumps
Hainaut, Donatien; Colwell, David B. - In: The European journal of finance 22 (2016) 10/12, pp. 1040-1062
Persistent link: https://www.econbiz.de/10011715297
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Permanent trading impacts and bond yields
Dufour, Alfonso; Nguyen, Minh - In: The European journal of finance 18 (2012) 9/10, pp. 841-864
Persistent link: https://www.econbiz.de/10009691777
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Asset correlations and bank capital adequacy
Gabbi, Giampaolo; Vozzella, Pietro - In: The European journal of finance 19 (2013) 1/2, pp. 55-74
Persistent link: https://www.econbiz.de/10009733299