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Semi-analytical valuation of basket credit derivatives in intensity-based models
Mortensen, Allan - In: The journal of derivatives : the official publication … 13 (2006) 4, pp. 8-26
Persistent link: https://www.econbiz.de/10003346497
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Credit spread options valuation under GARCH
Tahani, Nabil - In: The journal of derivatives : the official publication … 14 (2006) 1, pp. 27-39
Persistent link: https://www.econbiz.de/10003379106
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Do lead-lag effects affect derivative pricing?
Korn, Olaf; Uhrig-Homburg, Marliese - In: The journal of derivatives : the official publication … 15 (2007) 1, pp. 34-51
Persistent link: https://www.econbiz.de/10003611417
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Gaussian and Poisson approximation : applications to CDOs tranche pricing
El Karoui, Nicole; Jiao, Ying; Kurtz, David - In: The journal of computational finance 12 (2008/09) 2, pp. 31-58
Persistent link: https://www.econbiz.de/10009534632
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Meteorological forecasts and the pricing of temperature futures
Ritter, Matthias; Mußhoff, Oliver; Odening, Martin - In: The journal of derivatives : the official publication … 19 (2011) 2, pp. 45-60
Persistent link: https://www.econbiz.de/10009413613
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Counterparty credit risk and American options
Klein, Peter; Yang, Jun - In: The journal of derivatives : the official publication … 20 (2013) 4, pp. 7-21
Persistent link: https://www.econbiz.de/10009760552
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An overlooked coupon effect in treasury futures contracts
Grieves, Robin; Mann, Steven V. - In: The journal of derivatives : the official publication … 12 (2004) 2, pp. 56-61
Persistent link: https://www.econbiz.de/10002536242
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Derivatives markets in Brazil : an overview
Braga, Bruno Saturnino - In: The journal of derivatives : the official publication … 4 (1996) 1, pp. 63-78
Persistent link: https://www.econbiz.de/10001207621
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Compliance with SEC disclosure requirements about market risk
Blankley, Alan; Lamb, Reinhold; Schroeder, Richard - In: The journal of derivatives : the official publication … 7 (2000) 3, pp. 39-50
Persistent link: https://www.econbiz.de/10001497757
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An empirical analysis of price and time priority and pro rata trade execution algorithms in screen-traded markets
Frino, Alex; Hill, Amelia; Jarnecic, Elvis - In: The journal of derivatives : the official publication … 7 (2000) 4, pp. 41-48
Persistent link: https://www.econbiz.de/10001500038