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Justification of per-unit risk capital allocation in portfolio credit risk models
Dorfleitner, Gregor; Pfister, Tamara - In: International journal of theoretical and applied finance 17 (2014) 6, pp. 1-29
Persistent link: https://www.econbiz.de/10010438509
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Valuation, tax shields and the cost-of-capital with personal taxes : a framework for incorporate taxes
Schultze, Wolfgang - In: International journal of theoretical and applied finance 7 (2004) 6, pp. 769-804
Persistent link: https://www.econbiz.de/10002200708
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The conglomerate discount : a new explanation based on credit risk
Ammann, Manuel; Verhofen, Michael - In: International journal of theoretical and applied finance 9 (2006) 8, pp. 1201-1214
Persistent link: https://www.econbiz.de/10003397165
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Pricing Parislan-style options with a lattice method
Avellaneda, Marco; Wu, Lixin - In: International journal of theoretical and applied finance 2 (1999) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10001372086
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Closed form formulas for exotic options and their lifetime distribution
Douady, Raphae͏̈l - In: International journal of theoretical and applied finance 2 (1999) 1, pp. 17-42
Persistent link: https://www.econbiz.de/10001372087
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Risky options simplified
Schweizer, Martin - In: International journal of theoretical and applied finance 2 (1999) 1, pp. 59-82
Persistent link: https://www.econbiz.de/10001372090
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Pricing defaultable debt : some exact results
Wang, D. F. - In: International journal of theoretical and applied finance 2 (1999) 1, pp. 95-99
Persistent link: https://www.econbiz.de/10001372094
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Asian options with the American early exercise feature
Wu, Lixin; Kwok, Yue-Kuen; Yu, Hong - In: International journal of theoretical and applied finance 2 (1999) 1, pp. 101-111
Persistent link: https://www.econbiz.de/10001372098
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The Feynman-Kac formula and pricing occupation time derivatives
Hugonnier, Julien-N. - In: International journal of theoretical and applied finance 2 (1999) 2, pp. 153-178
Persistent link: https://www.econbiz.de/10001394244
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Pricing multi-asset options with an external barrier
Kwok, Yue-Kuen - In: International journal of theoretical and applied finance 1 (1998) 4, pp. 523-541
Persistent link: https://www.econbiz.de/10001255555