A unified framework for pricing credit and equity derivatives
Year of publication: |
2011
|
---|---|
Authors: | Bayraktar, Erhan ; Yang, Bo |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 21.2011, 3, p. 493-517
|
Subject: | Derivat | Derivative | Kredit | Credit | Aktienoption | Stock option | Optionspreistheorie | Option pricing theory | USA | United States | 2007 |
-
Dezsö, Cristian L., (2012)
-
Einführung in Futures- und Optionsmärkte
Hull, John, (2001)
-
Do lead-lag effects affect derivative pricing?
Korn, Olaf, (2007)
- More ...
-
Multi-Scale Time-Changed Birth Processes for Pricing Multi-Name Credit Derivatives
Bayraktar, Erhan, (2009)
-
Multi-Scale Time-Changed Birth Processes for Pricing Multi-Name Credit Derivatives
Bayraktar, Erhan, (2009)
-
A UNIFIED FRAMEWORK FOR PRICING CREDIT AND EQUITY DERIVATIVES
Bayraktar, Erhan, (2011)
- More ...