Pages that link to "Item:Q1932541"
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The following pages link to Conic coconuts: the pricing of contingent capital notes using conic finance (Q1932541):
Displaying 11 items.
- Bid and ask prices as non-linear continuous time G-expectations based on distortions (Q468119) (← links)
- Two price economies in continuous time (Q470719) (← links)
- Quantile hedging in a semi-static market with model uncertainty (Q1750394) (← links)
- Implied liquidity risk premia in option markets (Q2000692) (← links)
- Pricing American options by a Fourier transform multinomial tree in a conic market (Q2088436) (← links)
- Valuation and analysis of zero-coupon contingent capital bonds (Q2342734) (← links)
- Unbounded liabilities, capital reserve requirements and the taxpayer put option (Q2869961) (← links)
- A structural framework for modelling contingent capital (Q4555125) (← links)
- The Impact of a New CoCo Issuance on the Price Performance of Outstanding CoCos (Q4689920) (← links)
- DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES (Q4916239) (← links)
- CONIC CVA AND DVA FOR OPTION PORTFOLIOS (Q5147998) (← links)
