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~person:"Brigo, Damiano"
~person:"Madan, Dilip B."
~person:"Schlögl, Erik"
~type_genre:"Book section"
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Brigo, Damiano
Madan, Dilip B.
Schlögl, Erik
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Credit risk : models, derivatives, and management
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
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Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
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2
On pricing contingent capital notes
Madan, Dilip B.
- In:
Recent advances in financial engineering 2011: …
,
(pp. 21-42)
.
2012
Persistent link: https://www.econbiz.de/10009573490
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3
CDS options through candidate market models and the CDS-calibrated CIR++ stochastic intensity model
Brigo, Damiano
- In:
Credit risk : models, derivatives, and management
,
(pp. 393-425)
.
2008
Persistent link: https://www.econbiz.de/10003718585
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