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Option pricing theory
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copula chain
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leveraged super-senior
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option on CDO tranche
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options on tranches
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Sidenius, Jakob
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Bjerregaard Pedersen, Morten
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The journal of computational finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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Double barrier options : valuation by path counting
Sidenius, Jakob
- In:
The journal of computational finance
1
(
1998
)
3
,
pp. 63-79
Persistent link: https://www.econbiz.de/10001632708
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Valuation of flexible caps
Bjerregaard Pedersen, Morten
- In:
The journal of derivatives : the official publication …
5
(
1998
)
3
,
pp. 60-67
Persistent link: https://www.econbiz.de/10001242384
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