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The pricing of options on assets with stochastic volatilities
Hull, John - In: The journal of finance : the journal of the American … 42 (1987) 2, pp. 281-300
Persistent link: https://www.econbiz.de/10001047786
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OTC derivatives and central clearing : can all transactions be cleared?
Hull, John - In: Financial stability review : FSR 14 (2010), pp. 71-80
Persistent link: https://www.econbiz.de/10008647164
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An improved implied copula model and its application to the valuation of bespoke CDO tranches
Hull, John; White, Alan - In: Journal of investment management : JOIM 8 (2010) 3, pp. 11-31
Persistent link: https://www.econbiz.de/10008654919
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The credit crunch of 2007 : what went wrong? ; why? ; what lessons can be learned?
Hull, John - In: The journal of credit risk : published quarterly by … 5 (2009/10) 2, pp. 3-18
Persistent link: https://www.econbiz.de/10003874101
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Optimal derivative liquidation timing under path-dependent risk penalties
Leung, Tim; Shirai, Yoshihiro - In: Journal of financial engineering 2 (2015) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10010528389
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Accounting for risk aversion in derivatives purchase timing
Leung, Tim; Ludkovski, Mike - In: Mathematics and financial economics 6 (2012) 4, pp. 363-386
Persistent link: https://www.econbiz.de/10009623554
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Risk premia and optimal liquidation of credit derivatives
Leung, Tim; Liu, Peng - In: International journal of theoretical and applied finance 15 (2012) 8, pp. 1-34
Persistent link: https://www.econbiz.de/10009707094
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LIBOR versus OIS : the derivatives discounting dilemma
Hull, John; White, Alan - In: Journal of investment management : JOIM 11 (2013) 3, pp. 14-27
Persistent link: https://www.econbiz.de/10010196008
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Pricing derivatives with counterparty risk and collateralization : a fixed point approach
Kim, Jinbeom; Leung, Tim - In: European journal of operational research : EJOR 249 (2016) 2, pp. 525-539
Persistent link: https://www.econbiz.de/10011436733
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How are the new rules for OTC derivatives working?
Hull, John - In: Journal of risk management in financial institutions 8 (2015) 4, pp. 312-313
Persistent link: https://www.econbiz.de/10011531161