Pricing cross-currency interest rate swaps under the Levy market model.
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- Review of Derivatives Research, 2019, v. 22, n. 2, p. 329, doi. 10.1007/s11147-018-9150-1
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Works matching IS 13806645 AND DT 2019 AND VI 22 AND IP 2
Results: 3
1
2
Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe.
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- Review of Derivatives Research, 2019, v. 22, n. 2, p. 203, doi. 10.1007/s11147-018-9148-8
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- Article
3
Dissecting the tracking performance of regular and leveraged VIX ETPs.
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- Review of Derivatives Research, 2019, v. 22, n. 2, p. 261, doi. 10.1007/s11147-018-9149-7
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- Article