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A derivatives pricing model with non-cash collateralization
Takino, Kazuhiro - In: The journal of derivatives : JOD 29 (2021) 1, pp. 123-138
Persistent link: https://www.econbiz.de/10012612946
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Model risk in risk analysis for no-negative-equity-guarantees
Huang, Jr-Wei; Yang, Sharon S.; Chang, Chuang-chang - In: The journal of derivatives : JOD 28 (2021) 4, pp. 87-110
Persistent link: https://www.econbiz.de/10012612923
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A bivariate lattice model to compute risk measures in life insurance policies
Costabile, Massimo - In: The journal of derivatives : JOD 28 (2021) 3, pp. 123-139
Persistent link: https://www.econbiz.de/10012486033
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Applications of FX derivatives in active currency risk management
Fabozzi, Frank J.; Vohra, Suprita - In: The journal of derivatives : JOD 29 (2022) 4, pp. 168-191
Persistent link: https://www.econbiz.de/10014231064
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A Bayesian view on autocallable pricing and risk management
Paletta, Tommaso; Tunaru, Radu - In: The journal of derivatives : JOD 29 (2022) 5, pp. 40-59
Persistent link: https://www.econbiz.de/10014231072