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~isPartOf:"Journal of economic dynamics & control"
~person:"Boyle, Phelim P."
~person:"Das, Sanjiv R."
~type_genre:"Aufsatz in Zeitschrift"
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Option pricing theory
4
Optionspreistheorie
4
Theorie
3
Theory
3
Credit default swap
1
Credit derivative
1
Credit risk
1
Implied tree models
1
Implied volatility
1
Interest rate derivative
1
Kreditderivat
1
Kreditrisiko
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Local volatility
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Monte Carlo simulation
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Option pricing
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Recovery rates
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Swap
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Aufsatz in Zeitschrift
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Boyle, Phelim P.
Das, Sanjiv R.
Dai, Min
5
Branger, Nicole
3
Broadie, Mark
3
Chang, Chien-hung
3
Fabozzi, Frank J.
3
Glasserman, Paul
3
Kort, Peter M.
3
Leisen, Dietmar
3
Lin, Yueh-neng
3
Zenios, Stauros Andrea
3
Zhang, Jin E.
3
Badescu, Alexandru
2
Breton, Michèle
2
Cai, Ning
2
Chen, Wen-ting
2
Cheng, Jun
2
Chiarella, Carl
2
Consiglio, Andrea
2
Cui, Zhenyu
2
Damgaard, Anders
2
Duan, Jin-Chuan
2
Elliott, Robert J.
2
Forsyth, Peter A.
2
Ibraimi, Meriton
2
Joshi, Mark S.
2
Kim, Bara
2
Kim, Jerim
2
Kwok, Yue-Kuen
2
Lefoll, Jean
2
Leippold, Markus
2
Li, Chenxu
2
Li, Lingfei
2
Liu, Yanchu
2
Perrakis, Stylianos
2
Shi, Chao
2
Tang, Robert
2
Vetzal, Kenneth R.
2
Wan, Xiangwei
2
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Journal of economic dynamics & control
Journal of investment management : JOIM
3
Journal of banking & finance
2
Review of derivatives research
2
Advances in futures and options research : a research annual
1
American journal of agricultural economics
1
Applied mathematical finance
1
Finance research letters
1
Insurance / Mathematics & economics
1
Journal of economic literature
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Research in finance
1
The European journal of finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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The review of financial studies
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ECONIS (ZBW)
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1
Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
Saved in:
2
Applications of randomized low discrepancy sequences to the valuation of complex securities
Tan, Ken Seng
;
Boyle, Phelim P.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1747-1782
Persistent link: https://www.econbiz.de/10001508772
Saved in:
3
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model
Das, Sanjiv R.
- In:
Journal of economic dynamics & control
23
(
1999
)
3
,
pp. 333-369
Persistent link: https://www.econbiz.de/10001254303
Saved in:
4
Monte Carlo methods for security pricing
Boyle, Phelim P.
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1267-1321
Persistent link: https://www.econbiz.de/10001222048
Saved in:
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