The impact of risk retention on the pricing of securitizations.
- Published in:
- Review of Derivatives Research, 2025, v. 28, n. 1, p. 1, doi. 10.1007/s11147-025-09209-4
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- Publication type:
- Article
Works matching IS 13806645 AND DT 2025 AND VI 28 AND IP 1
Results: 6
1
2
Pricing of geometric Asian options in the Volterra-Heston model: Geometric Asian option pricing in the Volterra-Heston model: F. Aichinger, S. Desmettre.
- Published in:
- Review of Derivatives Research, 2025, v. 28, n. 1, p. 1, doi. 10.1007/s11147-025-09211-w
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- Publication type:
- Article
3
VIX maturity interpolation: VIX maturity interpolation: T. G. Andersen et al.
- Published in:
- Review of Derivatives Research, 2025, v. 28, n. 1, p. 1, doi. 10.1007/s11147-025-09210-x
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- Publication type:
- Article
4
Financial decision making under optimal control and Markov switching double exponential jump process.
- Published in:
- Review of Derivatives Research, 2025, v. 28, n. 1, p. 1, doi. 10.1007/s11147-025-09208-5
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- Publication type:
- Article
5
Financial decision making under optimal control and Markov switching double exponential jump process.
- Published in:
- Review of Derivatives Research, 2025, v. 28, n. 1, p. 1, doi. 10.1007/s11147-025-09208-5
- By:
- Publication type:
- Article
6
Valuation of vulnerable options using a bivariate Gram–Charlier approximation.
- Published in:
- Review of Derivatives Research, 2025, v. 28, n. 1, p. 1, doi. 10.1007/s11147-024-09207-y
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- Publication type:
- Article