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Analytical pricing of vulnerable options under a generalized jump-diffusion model
Fard, Farzad Alavi - In: Insurance / Mathematics & economics 60 (2015), pp. 19-28
Persistent link: https://www.econbiz.de/10010484842
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Measuring systemic risk using vine-copula
Pourkhanali, Armin; Kim, Jong-Min; Tafakori, Laleh; … - In: Economic modelling 53 (2016), pp. 63-74
Persistent link: https://www.econbiz.de/10011640962