Found: 6
Select item for more details and to access through your institution.
Untitled.
- Published in:
- Journal of Derivatives, 2009, v. 16, n. 4, p. 1
- By:
- Publication type:
- Article
A Comparative Analysis of CDO Pricing Models under the Factor Copula Framework.
- Published in:
- Journal of Derivatives, 2009, v. 16, n. 4, p. 9, doi. 10.3905/JOD.2009.16.4.009
- By:
- Publication type:
- Article
Cross-Sectional Analysis of Risk-Neutral Skewness.
- Published in:
- Journal of Derivatives, 2009, v. 16, n. 4, p. 38, doi. 10.3905/JOD.2009.16.4.038
- By:
- Publication type:
- Article
A Multi-Factor Cross-Currency LIBOR Market Model.
- Published in:
- Journal of Derivatives, 2009, v. 16, n. 4, p. 53, doi. 10.3905/JOD.2009.16.4.053
- By:
- Publication type:
- Article
Pricing Parisian Options by Generating Functions.
- Published in:
- Journal of Derivatives, 2009, v. 16, n. 4, p. 72, doi. 10.3905/JOD.2009.16.4.072
- By:
- Publication type:
- Article
On Perpetual American Strangles.
- Published in:
- Journal of Derivatives, 2009, v. 16, n. 4, p. 82, doi. 10.3905/JOD.2009.16.4.082
- By:
- Publication type:
- Article