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Pricing black-scholes options with correlated credit risk and jump risk
Xu, Weidong; Xu, Weijun; Xiao, Weilin - In: Applied economics letters 22 (2015) 1/3, pp. 87-93
Persistent link: https://www.econbiz.de/10010482058
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Limit theorems for partial hedging under transaction costs
Dolinsky, Yan - In: Mathematical finance : an international journal of … 24 (2014) 3, pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
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PDEs for reflected BSDENMs applied to American options
El Jamali, Mohamed; Tayeq, Hatim - In: International journal of theoretical and applied … 26 (2023) 6/7, pp. 1-22
Persistent link: https://www.econbiz.de/10014500190
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Hedging derivatives on two assets with model risk
Matsumoto, Koichi; Shimizu, Keita - In: Asia Pacific financial markets 27 (2020) 1, pp. 83-95
Persistent link: https://www.econbiz.de/10012222377
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Market completion with derivative securities
Schwarz, Daniel C. - In: Finance and stochastics 21 (2017) 1, pp. 263-284
Persistent link: https://www.econbiz.de/10011944367
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The economics of options-implied inflation probability density functions
Kitsul, Yuriy; Wright, Jonathan H. - In: Journal of financial economics 110 (2013) 3, pp. 696-711
Persistent link: https://www.econbiz.de/10010255707
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A dynamic model approach of securitization and the financial crisis
Mpundu, Mubanga - In: International journal of economics and financial issues … 6 (2016) 4, pp. 1873-1883
Persistent link: https://www.econbiz.de/10011775434
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Risk sharing markets and hedging a loan portfolio: a note
Broll, Udo; Guo, Xu; Welzel, Peter - In: Economics and business review 3 (2017) 4, pp. 47-54
Persistent link: https://www.econbiz.de/10011795807
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Pros and cons of using derivatives
Gogoncea, Ramona; Paun, Ioana-Diana - In: Theoretical and applied economics : GAER review 20 (2013) 9, pp. 87-102
Persistent link: https://www.econbiz.de/10010190844
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The Banque de France company rating system : a tool to facilitate companies' access to bank credit
Schirmer, Lisa - In: Banque de France bulletin / Quarterly selection of articles 35 (2014), pp. 5-20
Persistent link: https://www.econbiz.de/10011456912