Works matching IS 13806645 AND DT 2022 AND VI 25 AND IP 1
Results: 4
Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods.
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- Review of Derivatives Research, 2022, v. 25, n. 1, p. 47, doi. 10.1007/s11147-021-09181-9
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- Article
Valuing fade-in options with default risk in Heston–Nandi GARCH models.
- Published in:
- Review of Derivatives Research, 2022, v. 25, n. 1, p. 1, doi. 10.1007/s11147-021-09179-3
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- Article
Economic policy uncertainty and volatility of treasury futures.
- Published in:
- Review of Derivatives Research, 2022, v. 25, n. 1, p. 93, doi. 10.1007/s11147-021-09182-8
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- Article
Optimal exercise of American put options near maturity: A new economic perspective.
- Published in:
- Review of Derivatives Research, 2022, v. 25, n. 1, p. 23, doi. 10.1007/s11147-021-09180-w
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- Article