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The valuation of correlation-dependent credit derivatives using a structural model
Hull, John; Predescu, Mirela; White, Alan - In: The journal of credit risk : published quarterly by … 6 (2010/11) 3, pp. 99-132
Persistent link: https://www.econbiz.de/10008696412
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The valuation of market-leveraged stock units
Hull, John; White, Alan - In: The journal of derivatives : the official publication … 21 (2014) 3, pp. 85-90
Persistent link: https://www.econbiz.de/10010387684
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The valuation of credit default swap options
Hull, John; White, Alan - In: The journal of derivatives : the official publication … 10 (2002) 3, pp. 40-50
Persistent link: https://www.econbiz.de/10001770070
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Valuation of CDO and an n-th default CDS without Monte Carlo simulation
Hull, John; White, Alan - In: The journal of derivatives : the official publication … 12 (2004) 2, pp. 8-23
Persistent link: https://www.econbiz.de/10002535939