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Information asymmetry in pricing of credit derivatives
Hillairet, Caroline; Jiao, Ying - In: International journal of theoretical and applied finance 14 (2011) 5, pp. 611-633
Persistent link: https://www.econbiz.de/10009298523
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Pricing formulae for derivatives in insurance using the Malliavin calculus
Hillairet, Caroline; Jiao, Ying; Réveillac, Anthony - 2017
Persistent link: https://www.econbiz.de/10012200216
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Shapes of implied volatility with positive mass at zero
De Marco, Stefano; Hillairet, Caroline; Jacquier, A. - 2017
Persistent link: https://www.econbiz.de/10012200251
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Jacobi stochastic volatility factor for the LIBOR market model
Arrouy, Pierre-Edouard; Boumezoued, Alexandre; Lapeyre, … - In: Finance and stochastics 26 (2022) 4, pp. 771-823
Persistent link: https://www.econbiz.de/10013440251