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Bonds and guarantees
Shaw, Martin G., (2001)
Valuing the futures market performance guarantee
Craine, Roger N., (1996)
Valuing the futures-market performance guarantee
Craine, Roger N., (1997)
Marking-to-model credit and operational risks of loan commitments : a Basel-2 advanced internal ratings-based approach
Chateau, Jean-Pierre D., (2009)
Valuing European put options under skewness and increasing [excess] kurtosis
Chateau, Jean-Pierre D., (2014)
Beyong Basel-2 simplified standardized approach : credit risk valuation of short-term loan commitments
Chateau, Jean-Pierre D., (2007)