✦ LIBER ✦

Pricing continuously resettled contingent claims

✍ Scribed by Darrell Duffie; Richard Stanton

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

An Overview of Contingent Claims Pricing

✍ John Hull; Alan White 📂 Article 📅 2009 🏛 Wiley (John Wiley & Sons) 🌐 English ⚖ 599 KB

Pricing catastrophe swaps: A contingent

✍ Alexander Braun 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 655 KB

Duplicating and Pricing Contingent Claim

✍ Shige Peng; Feng Yang 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 400 KB

On the Pricing of Contingent Claims with

✍ A. Bensoussan; H. Julien 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 248 KB

An Asymptotic Expansion Approach to Pric

✍ Akihiko Takahashi 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 195 KB

Pricing contingent claims with credit ri

✍ Yoshifumi Muroi 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 168 KB