Narrow search
Showing 1 - 5 of 5
Cover Image
Numerical pricing of collateral debt obligations : a Monte Carlo approach
Moreno, Manuel; Serrano, Pedro - In: Credit risk : models, derivatives, and management, (pp. 527-549). 2008
Persistent link: https://www.econbiz.de/10003718596
Cover Image
Estimating the distribution of total default losses on the Spanish financial system
García-Céspedes, Rubén; Moreno, Manuel - In: Journal of banking & finance 49 (2014), pp. 242-261
Persistent link: https://www.econbiz.de/10010508036
Cover Image
On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel; Navas, Javier F. - In: Review of derivatives research 6 (2003) 2, pp. 107-128
Persistent link: https://www.econbiz.de/10001857659
Cover Image
On the robustness of Least-Squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel (contributor); Navas, Javier F. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578818
Cover Image
The generalized Vasicek credit risk model : a machine learning approach
García-Céspedes, Rubén; Moreno, Manuel - In: Finance research letters 47 (2022) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10013459154