Valuation of Residential Mortgage-Backed Securities with Default Risk Using an Intensity-Based Approach.
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- Asia-Pacific Financial Markets, 2004, v. 11, n. 2, p. 185, doi. 10.1007/s10690-006-9009-6
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- Publication type:
- Article
Works matching IS 13872834 AND DT 2004 AND VI 11 AND IP 2
Results: 4
1
2
On Bayesian Value at Risk: From Linear to Non-Linear Portfolios.
- Published in:
- Asia-Pacific Financial Markets, 2004, v. 11, n. 2, p. 161, doi. 10.1007/s10690-006-9008-7
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- Publication type:
- Article
3
Good-Deal Option Price Bounds for a Non-Traded Event with Stochastic Return: A Note.
- Published in:
- Asia-Pacific Financial Markets, 2004, v. 11, n. 2, p. 135, doi. 10.1007/s10690-006-9006-9
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- Publication type:
- Article
4
A New Control Variate Estimator for an Asian Option.
- Published in:
- Asia-Pacific Financial Markets, 2004, v. 11, n. 2, p. 143, doi. 10.1007/s10690-006-9007-8
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- Publication type:
- Article