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A generalized credit value adjustment
Kjaer, Mats
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
1
,
pp. 65-92
Persistent link: https://www.econbiz.de/10009010628
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2
Pricing of swing options in a mean reverting model with jumps
Kjaer, Mats
- In:
Applied mathematical finance
15
(
2008
)
5/6
,
pp. 479-502
Persistent link: https://www.econbiz.de/10003815253
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3
Fast pricing of cliquet options with global floor
Kjaer, Mats
- In:
The journal of derivatives : the official publication …
14
(
2006
)
2
,
pp. 47-60
Persistent link: https://www.econbiz.de/10003400052
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4
A generalized credit value adjustment
Kjaer, Mats
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
1
,
pp. 65-92
Persistent link: https://www.econbiz.de/10009932498
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5
Partial differential equation representations of derivatives with bilateral counterparty risk and funding costs
Burgard, Christoph
;
Kjaer, Mats
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
3
,
pp. 75-93
Persistent link: https://www.econbiz.de/10009375162
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6
Fast Pricing of Cliquet Options with Global Floor
Kjaer, Mats
- In:
The journal of derivatives : the official publication …
14
(
2006
)
2
,
pp. 47-60
Persistent link: https://www.econbiz.de/10007392606
Saved in:
7
Pricing of Swing Options in a Mean Reverting Model with Jumps
Kjaer, Mats
- In:
Applied mathematical finance
15
(
2008
)
5
,
pp. 479-530
Persistent link: https://www.econbiz.de/10008155114
Saved in:
8
Pricing of Swing Options in a Mean Reverting Model with Jumps
Kjaer, Mats
- In:
Applied mathematical finance
15
(
2008
)
5
,
pp. 479-503
Persistent link: https://www.econbiz.de/10008715282
Saved in:
9
Pricing of Swing Options in a Mean Reverting Model with Jumps
Kjaer, Mats
- In:
Applied mathematical finance
15
(
2008
)
5
,
pp. 479-503
Persistent link: https://www.econbiz.de/10008716621
Saved in:
10
Partial differential equation representations of derivatives with bilateral counterparty risk and funding costs
Burgard, Christoph
;
Kjaer, Mats
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
3
,
pp. 75-93
Persistent link: https://www.econbiz.de/10009932507
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