Investors' preference for a positive tax rate depends on the level of the interest rate

von Buescu, Cristin
Veröffentlicht in Mathematics and financial economics (2007)

Counterparty risk pricing : impact of closeout and first-to-default times

von Brigo, Damiano
Veröffentlicht in International journal of theoretical and applied finance (2012)

A note on the effects of taxes on optimal investment

von Buescu, Cristin
Veröffentlicht in Mathematical finance (2007)

An application of the method of moments to range-based volatility estimation using daily high, low, opening, and closing (HLOC) prices

von Buescu, Cristin
Veröffentlicht in International journal of theoretical and applied finance (2013)

A note on the self-financing condition for funding, collateral and discounting

Veröffentlicht in International journal of theoretical and applied finance (2015)