6 results
An Explicit, Multi-Factor Credit Default Swap Pricing Model with Correlated Factors
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 43 / Issue 1 / March 2008
- Published online by Cambridge University Press:
- 06 April 2009, pp. 123-160
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- March 2008
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The Valuation of Default-Triggered Credit Derivatives
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 38 / Issue 2 / June 2003
- Published online by Cambridge University Press:
- 06 April 2009, pp. 359-382
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- June 2003
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Option Pricing in a Multi-Asset, Complete Market Economy
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 37 / Issue 4 / December 2002
- Published online by Cambridge University Press:
- 06 April 2009, pp. 649-666
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- December 2002
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Analytical Upper Bounds for American Option Prices
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 37 / Issue 1 / March 2002
- Published online by Cambridge University Press:
- 06 April 2009, pp. 117-135
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- March 2002
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Exact Solutions for Futures and European Futures Options on Pure Discount Bonds
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 27 / Issue 1 / March 1992
- Published online by Cambridge University Press:
- 06 April 2009, pp. 97-107
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- March 1992
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Pricing Stock and Bond Options when the Default-Free Rate Is Stochastic: A Comment
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 26 / Issue 3 / September 1991
- Published online by Cambridge University Press:
- 06 April 2009, pp. 433-434
- Print publication:
- September 1991
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