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A reduced-form model for valuing bonds with make-whole call provisions
Park, Min; Clark, Steven P. - In: Applied mathematical finance 22 (2015) 5/6, pp. 499-521
Persistent link: https://www.econbiz.de/10011490621
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Empirical evaluation of hybrid defaultable bond pricing models
Antes, S.; Ilg, M.; Schmid, Beat; Zagst, Rudi - In: Applied mathematical finance 15 (2008) 3/4, pp. 219-249
Persistent link: https://www.econbiz.de/10003751234
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Bonds and options in exponentially affine bond models
Bermin, Hans-Peter - In: Applied mathematical finance 19 (2012) 5/6, pp. 513-534
Persistent link: https://www.econbiz.de/10009710929
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Stock options as barrier contingent claims
Ericsson, Jan; Reneby, Joel - In: Applied mathematical finance 10 (2003) 2, pp. 121-147
Persistent link: https://www.econbiz.de/10001805363
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Various passport options and their valuation
Ahn, Hyungsok; Penaud, Antony; Wilmott, Paul - In: Applied mathematical finance 6 (1999) 4, pp. 275-292
Persistent link: https://www.econbiz.de/10001517817
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Combinatorial implications of nonlinear uncertain volatility models : the case of barrier options
Avellaneda, Marco; Buff, Robert - In: Applied mathematical finance 6 (1999) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10001449223
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Unstructured meshing for two asset barrier options
Pooley, D. M. (contributor) - In: Applied mathematical finance 7 (2000) 1, pp. 33-60
Persistent link: https://www.econbiz.de/10001546126
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A numerical PDE approach for pricing callable bonds
D'Halluin, Y. (contributor) - In: Applied mathematical finance 8 (2001) 1, pp. 49-77
Persistent link: https://www.econbiz.de/10001625721
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Valuation formulae for window barrier options
Armstrong, Grant F. - In: Applied mathematical finance 8 (2001) 4, pp. 197-208
Persistent link: https://www.econbiz.de/10001688331
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Multi-asset barrier options and occupation time derivatives
Wong, Hoi Ying; Kwok, Yue-Kuen - In: Applied mathematical finance 10 (2003) 3, pp. 245-266
Persistent link: https://www.econbiz.de/10001841305