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A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model
Ballestra, Luca Vincenzo; Pacelli, Graziella - In: Applied mathematical finance 16 (2009) 1, pp. 17-36
Persistent link: https://www.econbiz.de/10008211951
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A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model
Ballestra, Luca Vincenzo; Pacelli, Graziella - In: Applied mathematical finance 16 (2009) 1-2, pp. 17-36
Persistent link: https://www.econbiz.de/10008311802
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A numerical method to price defaultable bonds based on the Madan and Unal credit risk model
Ballestra, Luca Vincenzo; Pacelli, Graziella - In: Applied mathematical finance 16 (2009) 1/2, pp. 17-36
Persistent link: https://www.econbiz.de/10003847142
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A hybrid method for pricing European options based on multiple assets with transaction costs
Pacelli, Graziella; Recchioni, Maria Cristina; Zirilli, … - In: Applied mathematical finance 6 (1999) 2, pp. 61-85
Persistent link: https://www.econbiz.de/10001449240
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PAPERS - A hybrid method for pricing European options based on multiple assets with transaction costs
Pacelli, Graziella; Recchioni, Maria Cristina; Zirilli, … - In: Applied mathematical finance 6 (1999) 2, pp. 61-86
Persistent link: https://www.econbiz.de/10008218056