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Jump to: 2011 | 2008
Number of items: 2.

2011

Dorfleitner, Gregor, Schneider, Paul and Veza, Tanja (2011) Flexing the Default Barrier. Quantitative Finance 11 (12), pp. 1729-1743. Fulltext not available.

2008

Dorfleitner, Gregor, Schneider, Paul, Hawlitschek, Kurt and Buch, Arne (2008) Pricing Options with Green's Functions when Volatility, Interest Rate and Barriers Depend on Time. Quantitative Finance 8 (2), pp. 119-133. Fulltext not available.

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