//-->
A simple approach to the pricing of Bermudan swaptions in the multifactor LIBOR market model
Andersen, Leif, (2000)
An empirical evaluation of value at risk by scenario simulation
Abken, Peter A., (2000)
Understanding the default-implied volatility for credit spreads
Zheng, C. K., (2000)
Some observation on capital structure and the impact of recent recapitalizations on share prices
Litzenberger, Robert H., (1986)
William F. Sharpe's contributions to financial economics
Litzenberger, Robert H., (1991)
Foundations for financial economics
Huang, Chi-fu, (1988)