A multi-factor Markovian HJM model for pricing American interest rate derivatives
Kramin, Marat V., Nandi, Saikat, Shulman, Alexander L.
Published in Review of quantitative finance and accounting (01.11.2008)
Published in Review of quantitative finance and accounting (01.11.2008)
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Journal Article
Structural Default Modeling: A Lattice-Based Approach
Jabbour, George M., Kramin, Marat V., Young, Stephen D.
Published in The Journal of derivatives (01.07.2010)
Published in The Journal of derivatives (01.07.2010)
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Journal Article
Two-State Option Pricing: Binomial Models Revisited
Jabbour, George M., Kramin, Marat V., Young, Stephen D.
Published in The journal of futures markets (01.11.2001)
Published in The journal of futures markets (01.11.2001)
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Journal Article
To the public procurement cost-effectiveness evaluation in Russia
Kramin, Timur V., Grigoryev, Ruslan A., Kramin, Marat V.
Published in Aktualʹnye problemy ėkonomiki i prava (28.12.2017)
Published in Aktualʹnye problemy ėkonomiki i prava (28.12.2017)
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Journal Article
Structural Default Modeling: A Hybrid Based Approach
Jabbour, George M., Yu, Shujun (Ken), Kramin, Marat V., Young, Stephen D.
Published in The Journal of fixed income (2014)
Published in The Journal of fixed income (2014)
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Journal Article
A Generalization Of Lattice Specifications For Currency Options
Jabbour, George M., Kramin, Marat V., Young, Stephen D.
Published in Journal of business & economics research (Littleton, Colo.) (11.02.2011)
Published in Journal of business & economics research (Littleton, Colo.) (11.02.2011)
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Journal Article
Nthtodefault swaps valuation and analysis
Jabbour, George M., Kramin, Marat V., Young, Stephen D.
Published in Managerial finance (12.12.2008)
Published in Managerial finance (12.12.2008)
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Journal Article
N th‐to‐default swaps: valuation and analysis
Jabbour, George M., Kramin, Marat V., Young, Stephen D.
Published in Managerial finance (12.12.2008)
Published in Managerial finance (12.12.2008)
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Journal Article
Structural Default Modeling: A Hybrid Based Approach
Jabbour, George M, Yu, Shujun (Ken), Kramin, Marat V, Young, Stephen D
Published in The Journal of fixed income (13.03.2014)
Published in The Journal of fixed income (13.03.2014)
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Journal Article