Economic determinants of default risks and their impacts on credit derivative pricing.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 11, p. 1058, doi. 10.1002/fut.20453
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2010 AND VI 30 AND IP 11
Results: 6
1
2
A note on the relationship between the variability of the hedge ratio and hedging performance.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 11, p. 1100, doi. 10.1002/fut.20455
- By:
- Publication type:
- Article
3
Optimal approximations of nonlinear payoffs in static replication.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 11, p. 1082, doi. 10.1002/fut.20456
- By:
- Publication type:
- Article
4
A new simple square root option pricing model.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 11, p. 1007, doi. 10.1002/fut.20458
- By:
- Publication type:
- Article
5
Efficient quadrature and node positioning for exotic option valuation.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 11, p. 1026, doi. 10.1002/fut.20462
- By:
- Publication type:
- Article
6
Erratum to 'Pricing American options by canonical least-squares Monte Carlo' by Q. Liu.
- Published in:
- 2010
- Publication type:
- Erratum