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~person:"Brigo, Damiano"
~subject:"Optionspreistheorie"
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Optionspreistheorie
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Brigo, Damiano
Levendorskii, Sergei
6
Chiarella, Carl
5
Seo, Sang Byung
5
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4
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Xu, Yaofei
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International journal of theoretical and applied finance
2
Credit risk : models, derivatives, and management
1
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ECONIS (ZBW)
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CoCo bonds pricing with credit and equity calibrated first-passage firm value models
Brigo, Damiano
;
Garcia, João
;
Pede, Nicola
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403242
Saved in:
2
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
Saved in:
3
The stochastic intensity SSRD model implied volatility patterns for
credit
default
swap
options and the impact of correlation
Brigo, Damiano
;
Cousot, Laurent
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10003344290
Saved in:
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