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COUNTERPARTY RISK PRICING: IMPACT OF CLOSEOUT AND FIRST-TO-DEFAULT TIMES.
- Published in:
- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 6, p. -1, doi. 10.1142/S0219024912500392
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- Publication type:
- Article
UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 6, p. -1, doi. 10.1142/S0219024912500409
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- Publication type:
- Article
DUPIRE'S EQUATION FOR BUBBLES.
- Published in:
- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 6, p. -1, doi. 10.1142/S0219024912500410
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- Publication type:
- Article
NUMERICAL HEDGING OF ELECTRICITY CONTRACTS USING DIMENSION REDUCTION.
- Published in:
- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 6, p. -1, doi. 10.1142/S0219024912500422
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- Publication type:
- Article
TENOR SPECIFIC PRICING.
- Published in:
- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 6, p. -1, doi. 10.1142/S0219024912500434
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- Publication type:
- Article
A GENERAL COMPUTATION SCHEME FOR A HIGH-ORDER ASYMPTOTIC EXPANSION METHOD.
- Published in:
- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 6, p. -1, doi. 10.1142/S0219024912500446
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- Publication type:
- Article
MODELLING THE BID AND ASK PRICES OF ILLIQUID CDSs.
- Published in:
- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 6, p. -1, doi. 10.1142/S0219024912500458
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- Publication type:
- Article