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Options and structured products in behavioral portfolios
Das, Sanjiv R.; Statman, Meir - In: Journal of economic dynamics & control 37 (2013) 1, pp. 137-153
Persistent link: https://www.econbiz.de/10009703606
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A discrete-time approach to arbitrage-free pricing of credit derivatives
Das, Sanjiv R.; Sundaram, Rangarajan K. - 1999
Persistent link: https://www.econbiz.de/10001463952
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Discrete-time bond and option pricing for jump-diffusion processes
Das, Sanjiv R. - In: Review of derivatives research 1 (1996) 3, pp. 211-243
Persistent link: https://www.econbiz.de/10001238754
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A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model
Das, Sanjiv R. - In: Journal of economic dynamics & control 23 (1999) 3, pp. 333-369
Persistent link: https://www.econbiz.de/10001254303
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Exact solutions for bond and option prices with systematic jump risk
Das, Sanjiv R. - In: Review of derivatives research 1 (1996) 1, pp. 7-24
Persistent link: https://www.econbiz.de/10001205606
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An efficient generalized discrete-time approach to Poisson-Gaussian bond option pricing in the Health-Jarrow-Morton model
Das, Sanjiv R. - 1997
Persistent link: https://www.econbiz.de/10001590545
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Pricing credit derivatives with rating transitions
Acharya, Viral V. (contributor); Das, Sanjiv R. (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700269
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Credit risk derivatives
Das, Sanjiv R. - In: The journal of derivatives : the official publication … 2 (1995) 3, pp. 7-23
Persistent link: https://www.econbiz.de/10001219525
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Average interest
Chacko, George; Das, Sanjiv R. - 1997
Persistent link: https://www.econbiz.de/10000630555
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Pricing interest rate derivatives : a general approach
Chacko, George; Das, Sanjiv - In: The review of financial studies 15 (2002) 1, pp. 195-241
Persistent link: https://www.econbiz.de/10001639615