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A generalized credit value adjustment
Kjaer, Mats - In: The journal of credit risk : published quarterly by … 7 (2011/12) 1, pp. 65-92
Persistent link: https://www.econbiz.de/10009932498
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Derivatives pricing - In the balance
Burgard, Christoph; Kjaer, Mats - In: Risk : managing risk in the world's financial markets 24 (2011) 11, pp. 72-74
Persistent link: https://www.econbiz.de/10009804343
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Pricing of Swing Options in a Mean Reverting Model with Jumps
Kjaer, Mats - In: Applied mathematical finance 15 (2008) 5, pp. 479-503
Persistent link: https://www.econbiz.de/10008715282
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Pricing of Swing Options in a Mean Reverting Model with Jumps
Kjaer, Mats - In: Applied mathematical finance 15 (2008) 5, pp. 479-503
Persistent link: https://www.econbiz.de/10008716621
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Pricing of Swing Options in a Mean Reverting Model with Jumps
Kjaer, Mats - In: Applied mathematical finance 15 (2008) 5, pp. 479-530
Persistent link: https://www.econbiz.de/10008155114
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Fast Pricing of Cliquet Options with Global Floor
Kjaer, Mats - In: The journal of derivatives : the official publication … 14 (2006) 2, pp. 47-60
Persistent link: https://www.econbiz.de/10007392606
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Partial differential equation representations of derivatives with bilateral counterparty risk and funding costs
Burgard, Christoph; Kjaer, Mats - In: The journal of credit risk : published quarterly by … 7 (2011/12) 3, pp. 75-93
Persistent link: https://www.econbiz.de/10009932507