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Credit risk derivatives
Das, Sanjiv R. - In: The journal of derivatives : the official publication … 2 (1995) 3, pp. 7-23
Persistent link: https://www.econbiz.de/10001219525
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Discrete-time bond and option pricing for jump-diffusion processes
Das, Sanjiv R. - In: Review of derivatives research 1 (1996) 3, pp. 211-243
Persistent link: https://www.econbiz.de/10001238754
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A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model
Das, Sanjiv R. - In: Journal of economic dynamics & control 23 (1999) 3, pp. 333-369
Persistent link: https://www.econbiz.de/10001254303
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An efficient generalized discrete-time approach to Poisson-Gaussian bond option pricing in the Health-Jarrow-Morton model
Das, Sanjiv R. - 1997
Persistent link: https://www.econbiz.de/10001590545
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Average interest
Chacko, George; Das, Sanjiv R. - 1997
Persistent link: https://www.econbiz.de/10000630555
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Dealing with dimension : option pricing on factor trees
Das, Sanjiv R.; Granger, Brian - In: Journal of investment management : JOIM 7 (2009) 2, pp. 73-85
Persistent link: https://www.econbiz.de/10003862674
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Options on portfolios with higher-order moments
Bhandari, Rishabh; Das, Sanjiv R. - In: Finance research letters 6 (2009) 3, pp. 122-129
Persistent link: https://www.econbiz.de/10003888004
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Random lattices for option pricing problems in finance
Das, Sanjiv R. - In: Journal of investment management : JOIM 9 (2011) 2, pp. 88-106
Persistent link: https://www.econbiz.de/10009305604
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Strategic loan modification : an options-based response to strategic default
Das, Sanjiv R.; Meadows, Ray - In: Journal of banking & finance 37 (2013) 2, pp. 636-647
Persistent link: https://www.econbiz.de/10009705609
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Credit spreads with dynamic debt
Das, Sanjiv R.; Kim, Seoyoung - In: Journal of banking & finance 50 (2015), pp. 121-140
Persistent link: https://www.econbiz.de/10010509132