Empirical Evaluation of Hybrid Defaultable Bond Pricing Models

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Applied Mathematical Finance, Vol. 15, Iss. 3, 2008-06 ,pp. : 219-249

Routledge Ltd

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Pricing of Multi-Defaultable Bonds with a Two-Correlated-Factor Hull-White Model

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Pricing Israeli options: a pathwise approach

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Optimal Quantization for the Pricing of Swing Options

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On the solution of complementarity problems arising in American options pricing

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