2

A multi-factor model for the risk management of portfolios

Year:
1999
Language:
english
File:
PDF, 328 KB
english, 1999
3

The pricing of Bermudan-style options on correlated assets

Year:
2002
Language:
english
File:
PDF, 216 KB
english, 2002
7

Reply

Year:
2002
Language:
english
File:
PDF, 42 KB
english, 2002
18

The Pricing of Options on Credit-Sensitive Bonds

Year:
2003
Language:
english
File:
PDF, 284 KB
english, 2003