Structural default model with mutual obligations.
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- Review of Derivatives Research, 2017, v. 20, n. 1, p. 15, doi. 10.1007/s11147-016-9123-1
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Works matching IS 13806645 AND DT 2017 AND VI 20 AND IP 1
Results: 3
1
2
A bias in the volatility smile.
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- Review of Derivatives Research, 2017, v. 20, n. 1, p. 47, doi. 10.1007/s11147-016-9124-0
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- Article
3
On the multiplicity of option prices under CEV with positive elasticity of variance.
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- Review of Derivatives Research, 2017, v. 20, n. 1, p. 1, doi. 10.1007/s11147-016-9122-2
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- Article