Model misspecification analysis for bond options and Markovian hedging strategies.
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- Review of Derivatives Research, 2006, v. 9, n. 2, p. 109, doi. 10.1007/s11147-007-9006-6
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- Publication type:
- Article
Works matching IS 13806645 AND DT 2006 AND VI 9 AND IP 2
Results: 3
1
2
Valuation of vulnerable American options with correlated credit risk.
- Published in:
- Review of Derivatives Research, 2006, v. 9, n. 2, p. 137, doi. 10.1007/s11147-007-9007-5
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- Publication type:
- Article
3
Seasonal and stochastic effects in commodity forward curves.
- Published in:
- Review of Derivatives Research, 2006, v. 9, n. 2, p. 167, doi. 10.1007/s11147-007-9008-4
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- Publication type:
- Article