A two-factor structural model for valuing corporate securities.
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- Review of Derivatives Research, 2024, v. 27, n. 2, p. 203, doi. 10.1007/s11147-024-09203-2
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Works matching IS 13806645 AND DT 2024 AND VI 27 AND IP 2
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An affine model for short rates when monetary policy is path dependent.
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- Review of Derivatives Research, 2024, v. 27, n. 2, p. 151, doi. 10.1007/s11147-024-09202-3
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3
Simple is simply not enough—features versus labels of complex financial securities.
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- Review of Derivatives Research, 2024, v. 27, n. 2, p. 113, doi. 10.1007/s11147-024-09201-4
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