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~isPartOf:"Applied financial economics"
~person:"Fornari, Fabio"
~person:"Lin, Chih-yung"
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Option pricing theory
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Credit derivative
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Fornari, Fabio
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Applied financial economics
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Dynamic Modeling and Econometrics in Economics and Finance
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Pricing credit default swap with nonlinear dependence
Shieh, Shwu-jane
;
Lin, Chih-yung
- In:
Applied financial economics
21
(
2011
)
4/6
,
pp. 261-269
Persistent link: https://www.econbiz.de/10009124603
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Volatility smiles and the information content of news
Fornari, Fabio
;
Mele, Antonio
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 179-186
Persistent link: https://www.econbiz.de/10001563358
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