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~type_genre:"Aufsatz in Zeitschrift"
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The journal of credit risk : published quarterly by Incisive Media
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Modeling credit spreads with the Cheyette model and its application to credit default swaptions
Natcheva-Acar, Kalina
;
Acar, Sarp Kaya
;
Krekel, Martin
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
1
,
pp. 47-71
Persistent link: https://www.econbiz.de/10009518037
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Dynamic initial margin estimation based on quantiles of Johnson distributions
McWalter, Thomas A.
;
Kienitz, Jörg
;
Nowaczyk, Nikolai
; …
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 93-116
Persistent link: https://www.econbiz.de/10014247874
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