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Pricing the stochastic volatility put option of banks' credit line commitments
Chateau, Jean-Pierre D.
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Dufresne, Daniel
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1998
Persistent link: https://www.econbiz.de/10000998682
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2
A general class of risk models
Dufresne, Daniel
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2002
Persistent link: https://www.econbiz.de/10001642322
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3
Bessel processes and a functional of Brownian motion
Dufresne, Daniel
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002237657
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4
Fitting combinations of exponentials to probability distributions
Dufresne, Daniel
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contributor
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2005
Persistent link: https://www.econbiz.de/10002575697
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5
Stochastic life annuities
Dufresne, Daniel
(
contributor
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2004
Persistent link: https://www.econbiz.de/10002575907
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6
Asian and basket asymptotics
Dufresne, Daniel
(
contributor
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2002
Persistent link: https://www.econbiz.de/10001696644
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7
G distributions and the beta-gamma algebra
Dufresne, Daniel
-
2009
Persistent link: https://www.econbiz.de/10003901911
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8
A general formula for option prices in a stochastic volatility model
Ching, Stephen
;
Dufresne, Daniel
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2009
Persistent link: https://www.econbiz.de/10003901912
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9
Stochastic volatility and option pricing
Dufresne, Daniel
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2009
Persistent link: https://www.econbiz.de/10003901917
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10
A two-dimensional extention of Bougerol's identity in law for the exponential functional of Brownian motion
Dufresne, Daniel
;
Yor, Marc
-
2011
Persistent link: https://www.econbiz.de/10009419877
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