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11 research outputs found
Continuous Term Structures for Implied Recovery
Author
% Cva
&apos
+65 more
/ Mc/
Bjorn Flesaker
D Joe
Damiano Brigo
Damiano Brigo
Damiano Brigo
Damiano Brigo
Daniel Covitz
Darrell Duffie
Darrell Duffie
David Gottlieb
Dilip Haluk Unal
Dilip Madan
E Ayache
Edward Altman
Edward I Altman
Edward I Altman
Ey
Fang Fang
Grid
Grid
Gurdip Bakshi
H E Jens
Isda Cds Marketplace
John C Cox
John C Strikwerda
John Hull
Jun Pan
K=multiseniority+1
Marcin Jaskowski
Markit
Nathan Meibergen
Nishul Saperia
Peter Forsyth
Premactive=sum
Premactiveindex=find
Protactive=sum
Protactiveindex=find
R Sanjiv
R Tomasz
R=normcdf
Rainer Jankowitsch
Rajiv Guha
Reuters
Richard Cantor
Richard Cantor
Robert C Merton
S
S
S N=2 * S
Sic
Sinner=grid
Spreads
Spreads
Spreads
T
T
T Max=tmax
Til Schuermann
Timo Schl�fer
V Viral
Vadim Linetsky
W Cornelis
Y Muromachi
Yukinori Iwashita
Publication venue
'Elsevier BV'
Publication date
01/01/2015
Field of study
Full text link
Crossref
Valuing European options when the terminal value of the underlying asset is unobservable
Author
Flesaker Bjorn
Publication venue
[Urbana, Ill.] : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign,
Publication date
01/10/1991
Field of study
Get PDF
Includes bibliographical references (p. 31-32)
Illinois Digital Environment for Access to Learning and Scholarship Repository
Testing the Heath-Jarrow-Morton/Ho-Lee Model of Interest Rate Contingent Claims Pricing
Author
Flesaker Bjorn
Publication venue
Publication date
Field of study
No full text
Research Papers in Economics
The Price of Government Bond Volatility
Author
Anthony Neuberger
Antonio Mele
+16 more
Antonio Mele
Antonio Mele
Bjorn Flesaker
Farshid Jamshidian
Francis A Longsta�
Gurdip Bakshi
Jean Jacod
Kresimir Demeter?
Mark Britten-Jones
Mark Broadie
Patrick S Hagan
Peter Carr
Philippe Mueller
Ruslan Bikbov
Valentina Corradi
Yoshiki Obayashi
Publication venue
'Elsevier BV'
Publication date
01/01/2013
Field of study
No full text
Crossref
Term Structure and Volatility: Lessons from the Eurodollar Markets
Author
A Gallant
Andrea Buraschi
+44 more
Andrew Ang
Bjorn Flesaker
Christian Gourieroux
Christopher G Lamoureux
Clifford A Ball
D L Engle
Darrell Duffie
Darrell Duffie
Darrell Duffie
Darrell Duffie
Darrell Duffie
David Backus
Dong-Hyun Ahn
Jean Picard
Jesper Lund
Kaushik Amin
Kenichi Sato
Kenneth Singleton
Mark Broadie
Mark Fisher
Massoud Heidari
Matthew Pritsker
Michael Brandt
Michael Johannes
Mikhail Chernov
Monika Piazzesi
Mukkaram Attari
Narasimhan Jegadeesh
Patrick Cheredito
Pierluigi Balduzzi
Pierre Collin-Dufresne
Pierre Collin-Dufresne
Ravi Bansal
Ravi Jagannathan
Ren-Raw Chen
Robert Litterman
Ruslan Bikbov
Sergei Levendorskii
Sylvia Fr�hwirth-Schnatter
Terence C Langetieg
Timothy Conley
Torben Andersen
William H Press
Yacine A�?ta�?t-Sahalia
Publication venue
'Elsevier BV'
Publication date
01/01/2004
Field of study
No full text
Crossref
Pricing and Hedging Interest Rate Options: Evidence from Cap-Floor Markets
Author
A R Radhakrishnan
Anurag Gupta
+52 more
Anurag Gupta
Bing Han
Bjorn Flesaker
Black
Darrell Duffie
De Jong
De Jong
Eduardo Canabarro
Fisher Black
Fisher Black
Francis A Longstaff
Francis A Longstaff
Francis A Longstaff
Francis A Longstaff
Heath
Heath
John C Cox
John Hull
John Hull
John Hull
John Hull
John Hull
John Hull
Joost Driessen
Juan M Moraleda
K C Chan
Kaushik I Amin
Kaushik I Amin
Kristian R Miltersen
Lief Andersen
M Schaefer
Marti G. Subrahmanyam
Massoud Heidari
Michael Brennan
Michael Brennan
Neil Pearson
Oldrich Vasicek
P Collin-Dufresne
Peter Ritchken
Peter Ritchken
R Jagannathan
Riccardo Rebonato
Richard C Stapleton
Robert Jarrow
Robert Litterman
Roger H Brown
Rong Fan
Sandra Peterson
Sanjiv R Das
Stephen A Buser
Thomas S Y Ho
Wolfgang B�hler
Publication venue
'Elsevier BV'
Publication date
01/01/2002
Field of study
No full text
Crossref
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