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Modelling default risk with occupation times
Makarov, Roman
;
Metzler, Adam
;
Ni, Ziyi
- In:
Finance research letters
13
(
2015
),
pp. 54-65
Persistent link: https://www.econbiz.de/10011552385
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2
Modeling liquidation risk with occupation times
Makarov, Roman
- In:
International journal of financial engineering
3
(
2016
)
4
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011673091
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3
Advanced derivatives pricing and risk management : theory, tools and hands-on programming application
Albanese, Claudio
;
Campolieti, Giuseppe
-
2006
Persistent link: https://www.econbiz.de/10002383474
Saved in:
4
Advanced derivatives pricing and risk management : theory, tools and hands-on programming application
Albanese, Claudio
;
Campolieti, Giuseppe
-
2006
Persistent link: https://www.econbiz.de/10004821034
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