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Forward and future implied volatility
Glasserman, Paul; Wu, Qi - In: International journal of theoretical and applied finance 14 (2011) 3, pp. 407-432
Persistent link: https://www.econbiz.de/10009154904
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Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano; Capponi, Agostino; Pallavicini, Andrea; … - In: International journal of theoretical and applied finance 16 (2013) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
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Credit risk modeling with misreporting and incomplete information
Capponi, Agostino; Cvitanić, Jakša - In: International journal of theoretical and applied finance 12 (2009) 1, pp. 83-112
Persistent link: https://www.econbiz.de/10003847569