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~person:"Rombouts, Jeroen V. K."
~person:"Wachter, Jessica"
~subject:"Risk premium"
~type_genre:"Arbeitspapier"
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Option Prices with Stochastic...
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Rombouts, Jeroen V. K.
Wachter, Jessica
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Do rare events explain CDX tranche spreads?
Seo, Sang Byung
;
Wachter, Jessica
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2016
Persistent link: https://www.econbiz.de/10011563045
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2
Do rare events explain CDX tranche spreads?
Seo, Sang Byung
;
Wachter, Jessica
-
2016
Persistent link: https://www.econbiz.de/10011843791
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3
Multivariate option pricing with time varying volatility and correlations
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2010
Persistent link: https://www.econbiz.de/10003963064
Saved in:
4
Multivariate option pricing with time varying volatility and correlations
Rombouts, Jeroen V. K.
;
Stent, Lars
-
2010
Persistent link: https://www.econbiz.de/10008648918
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