Pages that link to "Item:Q2471735"
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The following pages link to The credit risk and pricing of OTC options (Q2471735):
Displaying 10 items.
- Pricing options with credit risk in a reduced form model (Q457616) (← links)
- Analytical valuation of vulnerable European and Asian options in intensity-based models (Q2020536) (← links)
- Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes (Q2036854) (← links)
- Pricing vulnerable options with jump risk and liquidity risk (Q2059298) (← links)
- Pricing path-dependent options under the Hawkes jump diffusion process (Q2097472) (← links)
- Valuing fade-in options with default risk in Heston-Nandi GARCH models (Q2165384) (← links)
- Pricing vulnerable power exchange options in an intensity based framework (Q2423595) (← links)
- A multidimensional exponential utility indifference pricing model with applications to counterparty risk (Q2796752) (← links)
- Pricing Vulnerable Options Under a Markov-Modulated Regime Switching Model (Q3064081) (← links)
- (Q5226696) (← links)