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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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xVA : definition, evaluation and risk management
Wu, Lixin; Zhang, Dawei - In: International journal of theoretical and applied finance 23 (2020) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10012270895
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Constant elasticity of variance option pricing model with time-dependent parameters
Lo, C. F.; Yuen, P. H.; Hui, Cho H. - In: International journal of theoretical and applied finance 3 (2000) 4, pp. 661-674
Persistent link: https://www.econbiz.de/10001526858
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The entropy theory of stock option pricing
Gulko, Les - In: International journal of theoretical and applied finance 2 (1999) 3, pp. 331-355
Persistent link: https://www.econbiz.de/10001437414
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A path integral approach to derivative security pricing, [Teil] 1, Formalism and analytical results
Bennati, Eleonora; Rosa-Clot, Marco; Taddei, Stefano - In: International journal of theoretical and applied finance 2 (1999) 4, pp. 381-407
Persistent link: https://www.econbiz.de/10001438696
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Stochastic volatility and jump-diffusion : implications on option pricing
Jiang, George J. - In: International journal of theoretical and applied finance 2 (1999) 4, pp. 381-407
Persistent link: https://www.econbiz.de/10001438710
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Profiling neural networks for option pricing
Carelli, A.; Silani, S.; Stella, F. - In: International journal of theoretical and applied finance 3 (2000) 2, pp. 183-204
Persistent link: https://www.econbiz.de/10001484693
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Currency-translated foreign equity options with path dependent features and their multi-asset extensions
Kwok, Yue-Kuen; Wong, Hoi-ying - In: International journal of theoretical and applied finance 3 (2000) 2, pp. 257-278
Persistent link: https://www.econbiz.de/10001484698