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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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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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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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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
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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
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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