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Options with stochastic lives
Jennergren, Lars Peter; Näslund, Bertil - 1991
Persistent link: https://www.econbiz.de/10000826417
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Financial calculus : an introduction to derivative pricing
Baxter, Martin - 1996 - 1. publ.
Persistent link: https://www.econbiz.de/10000614304
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The concept of credit OAS in valuation of MBS
Levin, Alexander; Davidson, Andrew - In: The journal of portfolio management : a publication of … 34 (2007/08) 3, pp. 41-55
Persistent link: https://www.econbiz.de/10003727642
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Modeling simultaneous defaults : a top-down approach
Kunisch, Michael; Uhrig-Homburg, Marliese - In: The journal of fixed income 18 (2008/09) 1, pp. 25-36
Persistent link: https://www.econbiz.de/10003757569
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Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Bos, Charles S. - 2008
Persistent link: https://www.econbiz.de/10003645209
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Robust stochastic discount factors
Boyle, Phelim P.; Feng, Shui; Tian, Weidong; Wang, Tan - In: The review of financial studies 21 (2008) 3, pp. 1077-1122
Persistent link: https://www.econbiz.de/10003742222
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Calibration of parametric CAT bonds : a case study of Mexican earthquakes
Härdle, Wolfgang; López Cabrera, Brenda - In: Schmollers Jahrbuch : journal of contextual economics 128 (2008) 4, pp. 615-630
Persistent link: https://www.econbiz.de/10003786603
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Pricing temperature derivatives using a partial differential equation approach in incomplete markets
Ehlers, Manuel - 2008
Persistent link: https://www.econbiz.de/10003781004
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Efficient pricing algorithms for exotic derivatives
Lord, Roger - 2008
Persistent link: https://www.econbiz.de/10003775897
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Essays on risk measures and stochastic dependence : with applications to insurance and finance
Laeven, Roger Jean Auguste - 2005
Persistent link: https://www.econbiz.de/10003158080