Pages that link to "Item:Q3022106"
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The following pages link to RISK SENSITIVITIES OF BERMUDA SWAPTIONS (Q3022106):
Displaying 5 items.
- Sensitivities for Bermudan options by regression methods (Q604677) (← links)
- Valuation of cross-currency Bermudan swaptions (Q2886012) (← links)
- Monte-Carlo Valuation of American Options: Facts and New Algorithms to Improve Existing Methods (Q2917432) (← links)
- American Option Sensitivities Estimation via a Generalized Infinitesimal Perturbation Analysis Approach (Q2935304) (← links)
- LOCAL STOCHASTIC VOLATILITY WITH JUMPS: ANALYTICAL APPROXIMATIONS (Q5411747) (← links)