Dante Lomibao

Morgan Stanley

1585 Broadway

New York, NY 10036

United States

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 38,378

SSRN RANKINGS

Top 38,378

in Total Papers Downloads

1,239

SSRN CITATIONS

1

CROSSREF CITATIONS

0

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
Downloads 1,239 (16,739)
Citation 1

Abstract:

Loading...

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:

Loading...

Credit risk, Derivative pricing, Brownian bridge and Conditional valuation