Pages that link to "Item:Q2423287"
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The following pages link to Pricing vulnerable options under a Markov-modulated jump-diffusion model with fire sales (Q2423287):
Displaying 4 items.
- Effect of institutional deleveraging on option valuation problems (Q1983756) (← links)
- Analytical valuation of vulnerable European and Asian options in intensity-based models (Q2020536) (← links)
- Pricing vulnerable options with jump risk and liquidity risk (Q2059298) (← links)
- Pricing Vulnerable Options Under a Markov-Modulated Regime Switching Model (Q3064081) (← links)