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Option pricing - Filling the gaps
Lipton, Alex; Sepp, Artur - In: Risk : managing risk in the world's financial markets 24 (2011) 10, pp. 78-84
Persistent link: https://www.econbiz.de/10009795855
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Brief communication - Factor models for credit correlation - The authors present an extension of the static factor model for pricing credit correlation products introduced by Lipton (2006) and detailed in Inglis & Lipton (2007).
Inglis, Stewart; Lipton, Alex; Sepp, Artur - In: Risk : managing risk in the world's financial markets 22 (2009) 4, pp. 98-99
Persistent link: https://www.econbiz.de/10008242133
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Credit derivatives - CDSs, CVA and DVA — A structural approach
Lipton, Alex; Savescu, Ioana - In: Risk : managing risk in the world's financial markets 26 (2013) 4, pp. 56-61
Persistent link: https://www.econbiz.de/10010106960
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HEDGING: GOING WITH THE FLOW - A useful hybrid technique for hedging contingent cashflows.
Carr, Peter; Lipton, Alex; Madan, Dilip - In: Risk : managing risk in the world's financial markets 13 (2000) 8, pp. 85-90
Persistent link: https://www.econbiz.de/10007048335