CDS Auctions and Recovery Rates: An Appraisal.
- Published in:
- Journal of Derivatives, 2013, v. 20, n. 3, p. 97, doi. 10.3905/jod.2013.20.3.097
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 2013 AND VI 20 AND IP 3
Results: 8
1
2
Advances in the Commodity Futures Literature: A Review.
- Published in:
- Journal of Derivatives, 2013, v. 20, n. 3, p. 85, doi. 10.3905/jod.2013.20.3.085
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- Publication type:
- Article
3
Synchronize Your Data or Get Out of Step with Your Risks.
- Published in:
- Journal of Derivatives, 2013, v. 20, n. 3, p. 75, doi. 10.3905/jod.2013.20.3.075
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- Publication type:
- Article
4
European Compound Options Written on Perpetual American Options.
- Published in:
- Journal of Derivatives, 2013, v. 20, n. 3, p. 61, doi. 10.3905/jod.2013.20.3.061
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- Publication type:
- Article
5
Pricing Early-Exercise Options Using Genetic Optimization.
- Published in:
- Journal of Derivatives, 2013, v. 20, n. 3, p. 43, doi. 10.3905/jod.2013.20.3.043
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- Publication type:
- Article
6
An Error of Collateral: Why Selling SPX Put Options May Not be Profitable.
- Published in:
- Journal of Derivatives, 2013, v. 20, n. 3, p. 31, doi. 10.3905/jod.2013.20.3.031
- By:
- Publication type:
- Article
7
Pricing American Options in the Heston Model: A Close Look at Incorporating Correlation.
- Published in:
- Journal of Derivatives, 2013, v. 20, n. 3, p. 9, doi. 10.3905/jod.2013.20.3.009
- By:
- Publication type:
- Article
8
Untitled.
- Published in:
- Journal of Derivatives, 2013, v. 20, n. 3, p. 1
- Publication type:
- Article