1

Volatility surfaces: theory, rules of thumb, and empirical evidence

Year:
2007
Language:
english
File:
PDF, 257 KB
english, 2007
3

An Empirical Comparison of Option-Pricing Models in Hedging Exotic Options

Year:
2009
Language:
english
File:
PDF, 2.25 MB
english, 2009
6

Singular Optimal Stochastic Controls II: Dynamic programming

Year:
1995
Language:
english
File:
PDF, 1.72 MB
english, 1995
7

An Empirical Comparison of Option-Pricing Models in Hedging Exotic Options

Year:
2009
Language:
english
File:
PDF, 289 KB
english, 2009
9

Singular Optimal Stochastic Controls I: Existence

Year:
1995
Language:
english
File:
PDF, 1.93 MB
english, 1995
11

Explaining Debt Recovery Using an Endogenous Bankruptcy Model

Year:
2013
Language:
english
File:
PDF, 1.01 MB
english, 2013
12

Assessing Default Probabilities from Structural Credit Risk Models

Year:
2006
Language:
english
File:
PDF, 335 KB
english, 2006
13

An Empirical Study on Credit Rating Change Behavior

Year:
2005
Language:
english
File:
PDF, 240 KB
english, 2005
14

Assessing Credit Quality from Equity Markets: Is Structural Model a Better Approach?

Year:
2003
Language:
english
File:
PDF, 240 KB
english, 2003