NO-ARBITRAGE PRICING UNDER SYSTEMIC RISK: ACCOUNTING FOR CROSS-OWNERSHIP
2012 ◽
Vol 24
(1)
◽
pp. 97-124
◽
2021 ◽
Vol 126
◽
pp. 106075
Fernando Eguren Martin
◽
Andrew Meldrum
◽
Wen Yan
Fabrizio Colombo
◽
Massimiliano Giuli
◽
Vincenzo Vespri
2021 ◽
Vol 562
◽
pp. 125355
Shanshan Jiang
◽
Hong Fan
2001 ◽
Vol 11
(3)
◽
pp. 267-284
◽
2013 ◽
Vol 25
(4)
◽
pp. 673-701
◽
Tomasz R. Bielecki
◽
Igor Cialenco
◽
Rodrigo Rodriguez
2010 ◽
Vol 18
(2)
◽
pp. 7-19
◽