A binomial approximation for two-state Markovian HJM models.
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- Review of Derivatives Research, 2011, v. 14, n. 1, p. 37, doi. 10.1007/s11147-010-9053-2
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Works matching IS 13806645 AND DT 2011 AND VI 14 AND IP 1
Results: 4
1
2
Modelling default contagion using multivariate phase-type distributions.
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- Review of Derivatives Research, 2011, v. 14, n. 1, p. 1, doi. 10.1007/s11147-010-9052-3
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3
Foreign currency bubbles.
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- Review of Derivatives Research, 2011, v. 14, n. 1, p. 67, doi. 10.1007/s11147-010-9055-0
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- Article
4
Tractable hedging with additional hedge instruments.
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- Review of Derivatives Research, 2011, v. 14, n. 1, p. 85, doi. 10.1007/s11147-010-9056-z
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- Article