

Author: Bernis Guillaume
Publisher: Routledge Ltd
ISSN: 1469-7688
Source: Quantitative Finance, Vol.12, Iss.1, 2012-01, pp. : 39-48
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content


Pricing distressed CDOs with stochastic recovery
Review of Derivatives Research, Vol. 13, Iss. 3, 2010-10 ,pp. :




Pricing jump risk with utility indifference
Quantitative Finance, Vol. 9, Iss. 2, 2009-03 ,pp. :


Pricing assets with stochastic cash-flow growth
By Eisdorfer Assaf Giaccotto Carmelo
Quantitative Finance, Vol. 14, Iss. 6, 2014-06 ,pp. :