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Valuation by simulation of contingent claims with multiple early exercise opportunities
Ibáñez, Alfredo - In: Mathematical finance : an international journal of … 14 (2004) 2, pp. 223-248
Persistent link: https://www.econbiz.de/10002032694
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When can you immunize a bond portfolio?
Balbás de la Corte, Alejandro - In: Journal of banking & finance 22 (1998) 12, pp. 1571-1595
Persistent link: https://www.econbiz.de/10001252586
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Dispersion measures as immunization risk measures
Balbás de la Corte, Alejandro; Ibáñez, Alfredo; … - In: Journal of banking & finance 26 (2002) 6, pp. 1229-1244
Persistent link: https://www.econbiz.de/10001670773