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American options and callable bonds under stochastic interest rates and endogenous bankruptcy
Nunes, Joaõ Pedro Vidal - In: Review of derivatives research 14 (2011) 3, pp. 283-332
Persistent link: https://www.econbiz.de/10009349987
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Pricing longevity derivatives via Fourier transforms
Bravo, Jorge Miguel Ventura; Nunes, Joaõ Pedro Vidal - In: Insurance / Mathematics & economics 96 (2021), pp. 81-97
Persistent link: https://www.econbiz.de/10012482752