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A note on credit spread forwards
Hertrich, Markus, (2016)
Credit derivatives and loan yields
Azam, Nimita, (2022)
Benchmark approach for defaultable claims under partial information
Raju, I. Venkat Appal, (2013)
On the mean-variance tradeoff in option replication with transactions costs
Toft, Klaus Bjerre, (1996)
Constructing binominal trees from multiple implied probability distributions
Brown, Gregory, (2000)
Taxation in bond markets characterized by no arbitrage equilibrium, V
Raaballe, Johannes, (1990)