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COLLIN‐DUFRESNE, PIERRE
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On the relation between linearity-generating processes and linear-rational models
Filipović, Damir
;
Larsson, Martin
;
Trolle, Anders B.
- In:
Mathematical Finance
29
(
2018
)
3
,
pp. 804-826
Persistent link: https://www.econbiz.de/10012095166
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Market Structure and Transaction Costs of Index CDSs
COLLIN‐DUFRESNE, PIERRE
;
JUNGE, BENJAMIN
;
TROLLE, …
- In:
The Journal of Finance
75
(
2020
)
5
,
pp. 2719-2763
Persistent link: https://www.econbiz.de/10012282927
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