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On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre; Solnik, Bruno - 1998
Persistent link: https://www.econbiz.de/10000996176
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Option pricing with stochastic bond prices
Solnik, Bruno; Henrotte, Philippe - 1989
Persistent link: https://www.econbiz.de/10000759158
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On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre; Solnik, Bruno - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 1095-1115
Persistent link: https://www.econbiz.de/10001593029
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Realignment risk and currency option pricing in target zones
Dumas, Bernard - 1993
Persistent link: https://www.econbiz.de/10000874291
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Realignment risk and currency option pricing in target zones
Dumas, Bernard; Jennergren, Lars Peter; Näslund, Bertil - 1993
Persistent link: https://www.econbiz.de/10000881672
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Siegel's paradox and the pricing of currency options
Dumas, Bernard; Jennergren, Lars Peter; Näslund, Bertil - 1993
Persistent link: https://www.econbiz.de/10000882093
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Currency option pricing in credible target zones
Dumas, Bernard - 1993
Persistent link: https://www.econbiz.de/10000883767
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Implied volatility functions : empirical tests
Dumas, Bernard; Fleming, Jeff; Whaley, Robert E. - 1996
Persistent link: https://www.econbiz.de/10000936200
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Realignment risk and currency option pricing in target zones
Dumas, Bernard; Jennergren, Lars Peter; Näslund, Bertil - 1992
Persistent link: https://www.econbiz.de/10000846756
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Currency option pricing in credible target zones
Dumas, Bernard; Jennergren, Lars Peter; Näslund, Bertil - 1992
Persistent link: https://www.econbiz.de/10000850426