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- Journal of Derivatives, 2003, v. 10, n. 3, p. 66, doi. 10.3905/jod.2003.319202
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Works matching IS 10741240 AND DT 2003 AND VI 10 AND IP 3
Results: 5
1
2
No-Arbitrage Approach to Pricing Credit Spread Derivatives.
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- Journal of Derivatives, 2003, v. 10, n. 3, p. 51, doi. 10.3905/jod.2003.319201
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3
The Valuation of Credit Default Swap Options.
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- Journal of Derivatives, 2003, v. 10, n. 3, p. 40, doi. 10.3905/jod.2003.319200
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- Article
4
Explaining Smiles: GARCH Option Pricing with Conditional Leptokurtosis and Skewness.
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- Journal of Derivatives, 2003, v. 10, n. 3, p. 27, doi. 10.3905/jod.2003.319199
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- Publication type:
- Article
5
Non-Parametric Pricing of Multivariate Contingent Claims.
- Published in:
- Journal of Derivatives, 2003, v. 10, n. 3, p. 9, doi. 10.3905/jod.2003.319198
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- Article