Comment on 'Swap Pricing with Two-Sided Default Risk in a Rating-Based Model'
- Published in:
- European Finance Review, 1999, v. 3, n. 3, p. 269, doi. 10.1023/A:1009804813249
- By:
- Publication type:
- Article
Works matching IS 13826662 AND DT 1999 AND VI 3 AND IP 3
Results: 8
1
2
Comment on 'The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices'
- Published in:
- European Finance Review, 1999, v. 3, n. 3, p. 389, doi. 10.1023/A:1009808914158
- By:
- Publication type:
- Article
3
Swap Pricing with Two-Sided Default Risk in a Rating-Based Model.
- Published in:
- European Finance Review, 1999, v. 3, n. 3, p. 239, doi. 10.1023/A:1009845829179
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- Publication type:
- Article
4
The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices.
- Published in:
- European Finance Review, 1999, v. 3, n. 3, p. 347, doi. 10.1023/A:1009856830088
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- Publication type:
- Article
5
Comment on 'Valuation of Barrier Options in a Black-Scholes Setup with Jump Risk'
- Published in:
- European Finance Review, 1999, v. 3, n. 3, p. 343, doi. 10.1023/A:1009865221699
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- Publication type:
- Article
6
Valuation of Barrier Options in a Black-Scholes Setup with Jump Risk.
- Published in:
- European Finance Review, 1999, v. 3, n. 3, p. 319, doi. 10.1023/A:1009837117736
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- Publication type:
- Article
7
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates.
- Published in:
- European Finance Review, 1999, v. 3, n. 3, p. 273, doi. 10.1023/A:1009860926279
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- Publication type:
- Article
8
Comment on 'Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates'
- Published in:
- European Finance Review, 1999, v. 3, n. 3, p. 311, doi. 10.1023/A:1009868019690
- By:
- Publication type:
- Article