A Compound Option Model to Value Moral Hazard.
- Published in:
- Journal of Derivatives, 2001, v. 9, n. 1, p. 53, doi. 10.3905/jod.2001.319169
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 2001 AND VI 9 AND IP 1
Results: 6
1
2
Replication (Synthetic Asset) Transactions.
- Published in:
- Journal of Derivatives, 2001, v. 9, n. 1, p. 62, doi. 10.3905/jod.2001.319170
- By:
- Publication type:
- Article
3
Reducing Asset Substitution with Warrant and Convertible Debt Issues.
- Published in:
- Journal of Derivatives, 2001, v. 9, n. 1, p. 39, doi. 10.3905/jod.2001.319168
- By:
- Publication type:
- Article
4
Pricing Algorithms for Options with Exotic Path-Dependence.
- Published in:
- Journal of Derivatives, 2001, v. 9, n. 1, p. 28, doi. 10.3905/jod.2001.319167
- By:
- Publication type:
- Article
5
Recent Advances in Default Swap Valuation.
- Published in:
- Journal of Derivatives, 2001, v. 9, n. 1, p. 18, doi. 10.3905/jod.2001.319166
- By:
- Publication type:
- Article
6
The Forward Valuation of Compound Options.
- Published in:
- Journal of Derivatives, 2001, v. 9, n. 1, p. 8, doi. 10.3905/jod.2001.319165
- By:
- Publication type:
- Article