Author： Höcht Stephan
Publisher： Springer Publishing Company
ISSN： 1380-6645
Source： Review of Derivatives Research, Vol.13, Iss.3, 2010-10, pp. : 219-244
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
Access to resources
Recommend
Pricing a defaultable bond with a stochastic recovery rate
By Chiang Shu-Ling Tsai Ming-Shann
Quantitative Finance, Vol. 10, Iss. 1, 2010-01 ,pp. :
Mark-to-model for cash CDOs through indifference pricing
Quantitative Finance, Vol. 12, Iss. 1, 2012-01 ,pp. :
Stochastic volatility and option pricing
By Gkamas D.
Quantitative Finance, Vol. 1, Iss. 3, 2001-03 ,pp. :