Pages that link to "Item:Q2488488"

The following pages link to Pricing contingent claims with credit risk: asymptotic expansion approach (Q2488488):

Displaying 10 items.

• Pricing derivatives using the asymptotic expansion approach: credit migration models with stochastic credit spreads (Q763417) (← links)
• An asymptotic expansion approach to pricing financial contingent claims (Q1000476) (← links)
• Asymptotic expansion for term structures of defaultable bonds with non-Gaussian dependent innovations (Q2254285) (← links)
• An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates (Q2471737) (← links)
• The asymptotic expansion approach to the valuation of interest rate contingent claims (Q2707166) (← links)
• A HYBRID ASYMPTOTIC EXPANSION SCHEME: AN APPLICATION TO LONG-TERM CURRENCY OPTIONS (Q3067160) (← links)
• FOURIER TRANSFORM METHOD WITH AN ASYMPTOTIC EXPANSION APPROACH: AN APPLICATION TO CURRENCY OPTIONS (Q3520539) (← links)
• Asymptotic Expansion Approach in Finance (Q4560338) (← links)
• A GENERAL COMPUTATION SCHEME FOR A HIGH-ORDER ASYMPTOTIC EXPANSION METHOD (Q4649507) (← links)
• ANALYTIC PRICING OF CoCo BONDS (Q5357518) (← links)