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~person:"Acharya, Viral V."
~person:"Fusai, Gianluca"
~source:"econis"
~subject:"Theorie"
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Acharya, Viral V.
Fusai, Gianluca
Hull, John
22
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10
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8
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8
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1
Levy processes and option pricing by recursive quadrature
Fusai, Gianluca
;
Longo, Giovanni
;
Marena, Marina
; …
-
2012
Persistent link: https://www.econbiz.de/10009579937
Saved in:
2
Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy
Acharya, Viral V.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700287
Saved in:
3
Levy processes and option pricing by recursive quadrature
Fusai, Gianluca
;
Longo, Giovanni
;
Marena, Marina
; …
- In:
Economic dynamics : theory, games and empirical studies
,
(pp. 31-57)
.
2009
Persistent link: https://www.econbiz.de/10003867857
Saved in:
4
An exact analytical solution for discrete barrier options
Fusai, Gianluca
;
Abrahams, I. David
;
Sgarra, Carlo
- In:
Finance and stochastics
10
(
2006
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003234939
Saved in:
5
Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy
Acharya, Viral V.
;
Carpenter, Jennifer N.
- In:
The review of financial studies
15
(
2002
)
5
,
pp. 1355-1383
Persistent link: https://www.econbiz.de/10001718711
Saved in:
6
Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy
Acharya, Viral V.
-
2002
Persistent link: https://www.econbiz.de/10013423918
Saved in:
7
Corporate bonds, valuation, hedging, and optimal call and default policies
Acharya, Viral V.
;
Carpenter, Jennifer N.
-
2000
Persistent link: https://www.econbiz.de/10001469936
Saved in:
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