Details about David Lee

Access statistics for papers by David Lee.

Last updated 2023-08-19. Update your information in the RePEc Author Service.

Short-id: ple990

Working Papers

2023

1. An Analytic Solution for Valuing Guaranteed Equity Securities
   MPRA Paper, University Library of Munich, Germany
2. Default Forecasting and Credit Valuation Adjustment
   MPRA Paper, University Library of Munich, Germany
3. Pricing and Hedging Guaranteed Equity Securities
   Working Papers, HAL

2022

4. Generic Price Model for Commodity Derivatives
   MPRA Paper, University Library of Munich, Germany
5. Modeling Commodity Price Dynamics
   Working Papers, HAL
6. Pricing Cancellation Product
   MPRA Paper, University Library of Munich, Germany

2018

7. Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment
   MPRA Paper, University Library of Munich, Germany
   Also in Working Papers, HAL (2018)
   Papers, arXiv.org (2018)
8. The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment
   arabixiv.org, Center for Open Science