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Nonlinear models in option pri...
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Credit risk
Option pricing theory
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Optionspreistheorie
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Decisions in economics and finance : a journal of applied mathematics
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International journal of theoretical and applied finance
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The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
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Bilateral counterparty risk valuation of CDS contracts with simultaneous defaults
Teng, Long
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233305
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2
Elliptical and archimedean copula models : an application to the price estimation of portfolio credit derivatives
Umeorah, Nneka
;
Mashele, Phillip
;
Ehrhardt, Matthias
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012519958
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3
Pricing basket default swaps using quasi-analytic techniques
Umeorah, Nneka
;
Mashele, Phillip
;
Ehrhardt, Matthias
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
1
,
pp. 241-267
Persistent link: https://www.econbiz.de/10012587841
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