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Griselda Deelstra
Information about the author Griselda Deelstra will soon be added to the site.
Found
2 papers
in total
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Default probabilities of a holding company, with complete and partial information
2014
This paper studies the valuation of credit risk for firms that own several...
Bounds for the price of a European-style Asian option in a binary tree model
2006
Inspired by the ideas of Rogers and Shi, Chalasani et al. derived accurate lower and...
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