Pages that link to "Item:Q2640422"
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The following pages link to On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved (Q2640422):
Displaying 10 items.
- Pricing of bond options. Unspanned stochastic volatility and random field models. (Q946627) (← links)
- Martingale densities for general asset prices (Q1199742) (← links)
- On the implied market price of risk under the stochastic numéraire (Q1648909) (← links)
- Probing option prices for information (Q2642481) (← links)
- THE ENTROPY THEORY OF BOND OPTION PRICING (Q3022049) (← links)
- La valutazione del Prezzo di Opzioni Su Titoli a Reddito Fisso in un Modello Stocastico di Equilibrio (Q3035087) (← links)
- DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE (Q3084600) (← links)
- Equivalent martingale measures for bridge processes (Q3984215) (← links)
- Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates (Q4541583) (← links)
- WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS (Q5245890) (← links)