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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Managerial and Decision Economics
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Interest rate swaps : reconciliation of models
Klein, Peter
- In:
The journal of derivatives : the official publication …
12
(
2004
)
1
,
pp. 46-57
Persistent link: https://www.econbiz.de/10002210957
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2
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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3
Valuation of European options subject to financial distress and interest rate risk
Klein, Peter
;
Inglis, Michael
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 44-56
Persistent link: https://www.econbiz.de/10001432493
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4
VALUATION OF EUROPEAN OPTIONS SUBJECT TO FINANCIAL DISTRESS AND INTEREST RATE RISK
Klein, Peter
;
Inglis, Michael
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 44-56
Persistent link: https://www.econbiz.de/10007342805
Saved in:
5
Interest Rate Swaps: Model Reconciliation
Klein, Peter
- In:
The journal of derivatives : the official publication …
12
(
2004
)
1
,
pp. 46-57
Persistent link: https://www.econbiz.de/10005925111
Saved in:
6
Counterparty Credit Risk and American Options
Klein, Peter
;
Yang, Jun
- In:
The journal of derivatives : the official publication …
20
(
2013
)
4
,
pp. 7-22
Persistent link: https://www.econbiz.de/10010135721
Saved in:
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