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Pricing credit linked financial instruments : theory and empirical evidence
Schmid, Bernd - 2002
Persistent link: https://www.econbiz.de/10001632772
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Credit risk pricing models : theory and practice
Schmid, Bernd - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10001786486
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Worst-Case-Analysen des Ausfallrisikos von Finanzderivaten unter Berücksichtigung von Markteinflüssen
Barth, Jörn - 2000
Persistent link: https://www.econbiz.de/10013432848
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European and American barrier options : a discrete time approach and further extensions
Sandmann, Klaus - 1994
Persistent link: https://www.econbiz.de/10000886167
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Pricing of options on an index containing stale prices
Jokivuolle, Esa - 1994
Persistent link: https://www.econbiz.de/10000887558
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Warrant pricing : a review of empirical research
Veld, Chris H. - 1994
Persistent link: https://www.econbiz.de/10000888085
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Limiting differences between forward and futures prices in a Lucas consumption model
Wiener, Zvi; Benninga, Simon; Protopapadakis, Aris A. - 1994
Persistent link: https://www.econbiz.de/10000893125
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Closed form representations for the minimal hedging portfolios of American type contingent claims
Kramkov, D. O. - 1994
Persistent link: https://www.econbiz.de/10000895889
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The option pricing approach to the valuation of country risk
Klein, Martin - 1990
Persistent link: https://www.econbiz.de/10000854806
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Option valuation in the presence of market imperfections
Bell, Andreas - 1993
Persistent link: https://www.econbiz.de/10000857533