Dante Lomibao

Morgan Stanley

1585 Broadway

New York, NY 10036

United States

SCHOLARLY PAPERS

1

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CITATIONS

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Scholarly Papers (1)

A Conditional Valuation Approach for Path-Dependent Instruments

Number of pages: 18 Posted: 26 Sep 2005
Steven H. Zhu and Dante Lomibao
Banc of America Merrill Lynch and Morgan Stanley
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Citation 2

Abstract:

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Credit risk, Derivative pricing, Brownian bridge and Conditional valuation

A Conditional Valuation Approach for Path-Dependent Instruments

Journal of Credit Risk, 2005
Posted: 16 Jan 2008
Steven H. Zhu and Dante Lomibao
Banc of America Merrill Lynch and Morgan Stanley

Abstract:

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Credit risk, Derivative pricing, Brownian bridge and Conditional valuation