Viale Romania, 32
Rome, Rome 00197
LUISS Guido Carli, Department of Business and Management
in Total Papers Downloads
equity options, credit default swaps, leverage, stochastic volatility, perpetual options, first-touch digitals, Greeks, default probabilities, put-call parity
perpetual American options, binary barrier options, first-touch digitals, put-call parity
Credit, Banking, Risk management
perpetual options, compound options, barrier options, first-touch digitals, Greeks, put-call parity, distance to exercise, time to exercise
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