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Tail behaviour of credit loss distributions for general latent factor models
Lucas, André; Klaassen, Pieter; Spreij, Peter; … - In: Applied mathematical finance 10 (2003) 4, pp. 337-357
Persistent link: https://www.econbiz.de/10001864390
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Hedging large portfolios of options in discrete time
Peeters, B.; Dert, C. L.; Lucas, André - In: Applied mathematical finance 15 (2008) 3/4, pp. 251-275
Persistent link: https://www.econbiz.de/10003751253
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Hedging Large Portfolios of Options in Discrete Time
Peeters, B.; Dert, C.L.; Lucas, A. - In: Applied mathematical finance 15 (2008) 3, pp. 251-276
Persistent link: https://www.econbiz.de/10008221060
Cover Image
Hedging Large Portfolios of Options in Discrete Time
Peeters, B.; Dert, C.L.; Lucas, A. - In: Applied mathematical finance 15 (2008) 3-4, pp. 251-276
Persistent link: https://www.econbiz.de/10008098223
Cover Image
Tail behaviour of credit loss distributions for general latent factor models
Lucas, André; Klaassen, Pieter; Spreij, Peter; … - In: Applied mathematical finance 10 (2003) 4, pp. 337-358
Persistent link: https://www.econbiz.de/10008215113