A comparison of single factor Markov-functional and multi factor market models.
- Published in:
- Review of Derivatives Research, 2010, v. 13, n. 3, p. 245, doi. 10.1007/s11147-009-9050-5
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- Publication type:
- Article
Works matching IS 13806645 AND DT 2010 AND VI 13 AND IP 3
Results: 4
1
2
The cost of operational risk loss insurance.
- Published in:
- Review of Derivatives Research, 2010, v. 13, n. 3, p. 273, doi. 10.1007/s11147-010-9054-1
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- Publication type:
- Article
3
Equilibrium preference free pricing of derivatives under the generalized beta distributions.
- Published in:
- Review of Derivatives Research, 2010, v. 13, n. 3, p. 297, doi. 10.1007/s11147-010-9051-4
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- Publication type:
- Article
4
Pricing distressed CDOs with stochastic recovery.
- Published in:
- Review of Derivatives Research, 2010, v. 13, n. 3, p. 219, doi. 10.1007/s11147-009-9049-y
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- Publication type:
- Article