Pages that link to "Item:Q1421692"
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The following pages link to Pricing American put options on defaultable bonds (Q1421692):
Displaying 9 items.
- American options and callable bonds under stochastic interest rates and endogenous bankruptcy (Q660162) (← links)
- Pricing American put option on zero-coupon bond in a jump-extended CIR model (Q907607) (← links)
- Intensity-based framework and penalty formulation of optimal stopping problems (Q1029998) (← links)
- Exotic put options at the diffusion bond market (Q2391788) (← links)
- Pricing Options on Defaultable Stocks* (Q3523656) (← links)
- Optimal hitting time and perpetual option in a non-Lévy model: application to real options (Q3590749) (← links)
- American option pricing under financial crisis (Q4620243) (← links)
- (Q5196309) (← links)
- (Q5354441) (← links)