Browsing Discussion papers (FOR) by Subject "barrier options"
Now showing items 1-2 of 2
(Discussion paper, Working paper, 2008-03)We present a model for pricing credit risk protection for a limited liability non-life insurance company. The protection is typically provided by a guaranty fund. In the case of continuous monitoring, i.e., where the market ...
(Discussion paper, Working paper, 2009-05)