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International Journal of Theoretical and Applied Finance cover

Volume 16, Issue 04 (June 2013)

No Access
PRICING CREDIT DERIVATIVES IN A MARKOV-MODULATED REDUCED-FORM MODEL
  • 1350018

https://doi.org/10.1142/S0219024913500180

No Access
CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS
  • 1350019

https://doi.org/10.1142/S0219024913500192

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FACTOR UNIQUENESS IN THE S&P 500 UNIVERSE: CAN PROPRIETARY FACTORS EXIST?
  • 1350020

https://doi.org/10.1142/S0219024913500209

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CREDIT MODELING UNDER JUMP DIFFUSIONS WITH EXPONENTIALLY DISTRIBUTED JUMPS — STABLE CALIBRATION, DYNAMICS AND GAP RISK
  • 1350021

https://doi.org/10.1142/S0219024913500210

No Access
THE INTERSECTION BETWEEN EUROPEAN PUT PRICE AND ITS PAYOFF FUNCTION
  • 1350022

https://doi.org/10.1142/S0219024913500222

No Access
EXPLOSIVE BEHAVIOR IN A LOG-NORMAL INTEREST RATE MODEL
  • 1350023

https://doi.org/10.1142/S0219024913500234

No Access
LIBOR MARKET MODEL UNDER THE REAL-WORLD MEASURE
  • 1350024

https://doi.org/10.1142/S0219024913500246