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Non-Parametric Pricing of Multivariate Contingent Claims.
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- Journal of Derivatives, 2003, v. 10, n. 3, p. 9, doi. 10.3905/jod.2003.319198
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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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- Article
The Valuation of Credit Default Swap Options.
- Published in:
- Journal of Derivatives, 2003, v. 10, n. 3, p. 40, doi. 10.3905/jod.2003.319200
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- Publication type:
- Article
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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- Publication type:
- Article
Digital Premium.
- Published in:
- Journal of Derivatives, 2003, v. 10, n. 3, p. 66, doi. 10.3905/jod.2003.319202
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- Article