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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Review of derivatives research"
~subject:"Optionspreistheorie"
~type:"article"
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Optionspreistheorie
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credit default swaps
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Derivat
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credit risk
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Jahan-Parvar, Mohammad R.
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Management science : journal of the Institute for Operations Research and the Management Sciences
Review of derivatives research
International journal of theoretical and applied finance
9
Insurance / Mathematics & economics
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International journal of financial engineering
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International review of financial analysis
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Credit risk : models, derivatives, and management
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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European journal of operational research : EJOR
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Finance and stochastics
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Finance research letters
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Journal of banking & finance
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Journal of economic dynamics & control
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The journal of futures markets
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Asia-Pacific journal of financial studies
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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CreditRisk+ in the banking industry
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Decisions in economics and finance : a journal of applied mathematics
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Financial markets and asset pricing
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International journal of financial markets and derivatives
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International journal of services technology and management
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International review of economics & finance : IREF
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Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Rosen, Samuel
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 7018-7033
Persistent link: https://www.econbiz.de/10013373168
Saved in:
2
Tempered stable structural model in pricing credit spread and credit default swap
Kim, Sung Ik
;
Kim, Young Shin
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 119-148
Persistent link: https://www.econbiz.de/10012055733
Saved in:
3
Single name credit default swaptions meet single sided jump models
Jönsson, Henrik
;
Schoutens, Wim
- In:
Review of derivatives research
11
(
2008
)
1/2
,
pp. 153-169
Persistent link: https://www.econbiz.de/10003829573
Saved in:
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