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Collateral constraints, tranching, and price bases
Gong, Feixue; Phelan, Gregory - 2021 - This version: April 6, 2021
Persistent link: https://www.econbiz.de/10012603945
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Collateral constraints, tranching, and price bases
Gong, Feixue; Phelan, Gregory - 2020 - This version: January 9, 2020
Persistent link: https://www.econbiz.de/10012211898
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Credit derivative evaluation and CVA under the benchmark approach
Baldeaux, Jan; Platen, Eckhard - In: Asia-Pacific financial markets 22 (2015) 3, pp. 305-331
Persistent link: https://www.econbiz.de/10011524811
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Debt collateralization and maximal leverage
Gong, Feixue; Phelan, Gregory - 2015
Persistent link: https://www.econbiz.de/10011333092
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Debt collateralization, capital structure, and maximal leverage
Gong, Feixue; Phelan, Gregory - In: Economic theory : official journal of the Society for … 70 (2020) 2, pp. 579-605
Persistent link: https://www.econbiz.de/10012306395
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Debt collateralization, capital structure, and maximal Leverage
Gong, Feixue; Phelan, Gregory - 2019 - This version: July 31, 2019
Persistent link: https://www.econbiz.de/10012116220
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Debt collateralization, structured finance, and the CDS basis
Gong, Feixue; Phelan, Gregory - 2019 - This version: September 30, 2019
Persistent link: https://www.econbiz.de/10012116456
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Benchmark pricing of credit derivatives under a standard market model
Craddock, Mark; Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001619286
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Collateral constraints, tranching, and price bases
Gong, Feixue; Phelan, Gregory - In: Economic theory 75 (2023) 2, pp. 317-340
Persistent link: https://www.econbiz.de/10014226634
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Pricing currency derivatives under the benchmark approach
Baldeaux, Jan; Grasselli, Martino; Platen, Eckhard - In: Journal of banking & finance 53 (2015), pp. 34-48
Persistent link: https://www.econbiz.de/10011377682