Does modeling framework matter? A comparative study of structural and reduced-form models.
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- Review of Derivatives Research, 2014, v. 17, n. 1, p. 39, doi. 10.1007/s11147-013-9090-8
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- Article
Works matching IS 13806645 AND DT 2014 AND VI 17 AND IP 1
Results: 4
1
2
An analytical approach for systematic risk sensitivity of structured finance products.
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- Review of Derivatives Research, 2014, v. 17, n. 1, p. 1, doi. 10.1007/s11147-013-9089-1
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- Publication type:
- Article
3
Pricing average options under time-changed Lévy processes.
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- Review of Derivatives Research, 2014, v. 17, n. 1, p. 79, doi. 10.1007/s11147-013-9091-7
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- Publication type:
- Article
4
Path-dependent game options: a lookback case.
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- Review of Derivatives Research, 2014, v. 17, n. 1, p. 113, doi. 10.1007/s11147-013-9092-6
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- Article