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Pricing the stochastic volatility put option of banks' credit line commitments
Chateau, Jean-Pierre D.; Dufresne, Daniel - 1998
Persistent link: https://www.econbiz.de/10000998682
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Banks' regulatory capital requirement : pricing the credit risk of short-term loan commitments
Chateau, Jean-Pierre; Dufresne, Daniel - In: Regulierung oder Deregulierung der Finanzmärkte : mit …, (pp. 243-262). 2002
Persistent link: https://www.econbiz.de/10001681395
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A general class of risk models
Dufresne, Daniel (contributor) - 2002
Persistent link: https://www.econbiz.de/10001642322
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Laguerre series for Asian and other options
Dufresne, Daniel - In: Mathematical finance : an international journal of … 10 (2000) 4, pp. 407-428
Persistent link: https://www.econbiz.de/10002179018
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Bessel processes and a functional of Brownian motion
Dufresne, Daniel (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002237657
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Fitting combinations of exponentials to probability distributions
Dufresne, Daniel (contributor) - 2005
Persistent link: https://www.econbiz.de/10002575697
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Stochastic life annuities
Dufresne, Daniel (contributor) - 2004
Persistent link: https://www.econbiz.de/10002575907
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Asian and basket asymptotics
Dufresne, Daniel (contributor) - 2002
Persistent link: https://www.econbiz.de/10001696644
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G distributions and the beta-gamma algebra
Dufresne, Daniel - 2009
Persistent link: https://www.econbiz.de/10003901911
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A general formula for option prices in a stochastic volatility model
Ching, Stephen; Dufresne, Daniel - 2009
Persistent link: https://www.econbiz.de/10003901912