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Pricing commodity swaptions in multifactor models
Larsson, Karl - In: The journal of derivatives : the official publication … 19 (2011) 2, pp. 32-44
Persistent link: https://www.econbiz.de/10009413614
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Valuing credit default swaps [Part] 2 : modeling default correlations
Hull, John; White, Alan - In: The journal of derivatives : the official publication … 8 (2001) 3, pp. 12-21
Persistent link: https://www.econbiz.de/10001581190
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Valuing credit default swaps I : no counterparty default risk
Hull, John; White, Alan - In: The journal of derivatives : the official publication … 8 (2000) 1, pp. 29-40
Persistent link: https://www.econbiz.de/10001522317
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The valuation of credit default swap options
Hull, John; White, Alan - In: The journal of derivatives : the official publication … 10 (2002) 3, pp. 40-50
Persistent link: https://www.econbiz.de/10001770070