7

Closed-form solutions for pricing credit-risky bonds and bond options

Year:
2011
Language:
english
File:
PDF, 230 KB
english, 2011
8

An extended Heath–Jarrow–Morton risk-neutral drift

Year:
2009
Language:
english
File:
PDF, 405 KB
english, 2009
10

On approximating deep in-the-money Asian options under exponential Lévy processes

Year:
2012
Language:
english
File:
PDF, 126 KB
english, 2012
11

An accurate formula for bond‐portfolio stress testing

Year:
2008
Language:
english
File:
PDF, 202 KB
english, 2008