Publisher
Springer International Publishing
Reference44 articles.
1. M. Abramovitz and I. A. Stegun. Handbook of Mathematical Functions. Dover Publications, New York, 1965.
2. A. Arakelyan and P. Serrano. Liquidity in Credit Default Swap Markets. Journal of Multinational Financial Management, 37-38: 139–157, 2016.
3. BIS. An explanatory note on the Basel II IRB risk weight functions. Technical report, Bank for International Settlements, July 2005.
4. T. Björk. Arbitrage Theory in Continuous Time. Oxford University Press, Great Clarendon Street, Oxford, first edition, 1998.
5. F. Black and M. S. Scholes. The pricing of options and corporate liabilities. Journal of Political Economy, 81: 637–654, 1973.