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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Black-Scholes model"
~subject:"Bond"
~subject:"Wandelanleihe"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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An interest rate tree driven by a Lévy process
Hainaut, Donatien
;
MacGilchrist, Renaud
- In:
The journal of derivatives : the official publication …
18
(
2010
)
2
,
pp. 33-45
Persistent link: https://www.econbiz.de/10008771478
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2
Lattice methods for no-arbitrage pricing of interest rate securities
Daglish, Toby
- In:
The journal of derivatives : the official publication …
18
(
2010
)
2
,
pp. 7-19
Persistent link: https://www.econbiz.de/10008771480
Saved in:
3
Valuation of stock option grants under multiple severance risks
Pandher, Gurupdesh S.
- In:
The journal of derivatives : the official publication …
11
(
2003
)
2
,
pp. 25-37
Persistent link: https://www.econbiz.de/10001861536
Saved in:
4
Valuation of convertible bonds with credit risk
Ayache, E.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
The journal of derivatives : the official publication …
11
(
2003
)
1
,
pp. 9-29
Persistent link: https://www.econbiz.de/10001798981
Saved in:
5
Pricing and hedging convertible bonds under non-probabilitic interest rates
Ėpštejn, David B.
;
Haber, Richard
;
Wilmott, Paul
- In:
The journal of derivatives : the official publication …
7
(
2000
)
4
,
pp. 31-40
Persistent link: https://www.econbiz.de/10001500035
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