Pages that link to "Item:Q1012319"
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The following pages link to Pricing options under stochastic interest rates: a new approach (Q1012319):
Displaying 19 items.
- Option pricing under stochastic interest rates: an empirical investigation (Q1418790) (← links)
- On validity of the asymptotic expansion approach in contingent claim analysis (Q1425481) (← links)
- On the implied market price of risk under the stochastic numéraire (Q1648909) (← links)
- Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (Q2107407) (← links)
- CVA and vulnerable options pricing by correlation expansions (Q2241073) (← links)
- Asymptotic expansion for some local volatility models arising in finance (Q2292052) (← links)
- Pricing European options in a double exponential jump-diffusion model with two market structure risks and their comparison (Q2466454) (← links)
- Conditional expansions and their applications. (Q2574589) (← links)
- Composition with distributions of Wiener-Poisson variables and its asymptotic expansion (Q2883883) (← links)
- Analytic Solution for Return of Premium and Rollup Guaranteed Minimum Death Benefit Options Under Some Simple Mortality Laws (Q3634591) (← links)
- The generalization of the Geske–formula for compound options to stochastic interest rates is not trivial–a note (Q4215695) (← links)
- Bifactorial Pricing Models: Light and Shadows in Correlation Role (Q4561904) (← links)
- (Q4984280) (← links)
- Timer option pricing of stochastic volatility model with changing coefficients under time-varying interest rate (Q5225364) (← links)
- ANALYTIC PRICING OF CoCo BONDS (Q5357518) (← links)
- Pricing Ratchet Equity-Indexed Annuities with Early Surrender Risk in a CIR++ Model (Q5742647) (← links)
- Pricing power exchange options with default risk, stochastic volatility and stochastic interest rate (Q6107577) (← links)
- A moment matching method for option pricing under stochastic interest rates (Q6579672) (← links)
- Analytically pricing european options under a two-factor stochastic interest rate model with a stochastic long-run equilibrium level (Q6656032) (← links)
