Pages that link to "Item:Q3035087"
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The following pages link to La valutazione del Prezzo di Opzioni Su Titoli a Reddito Fisso in un Modello Stocastico di Equilibrio (Q3035087):
Displaying 12 items.
- American bond option pricing in one-factor dynamic term structure models (Q375259) (← links)
- Stock index dynamics and derivatives pricing with stochastic interest rates (Q375371) (← links)
- Pricing options and convertible bonds based on an actuarial approach (Q473970) (← links)
- Pricing of bond options. Unspanned stochastic volatility and random field models. (Q946627) (← links)
- A dynamic programming approach for pricing options embedded in bonds (Q1027361) (← links)
- A Bayesian approach to the empirical valuation of bond options (Q1126472) (← links)
- On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved (Q2640422) (← links)
- Valuation of bonds and options under floating interest rate (Q2702368) (← links)
- Arbitrage-free multifactor term structure models: a theory based on stochastic control (Q2851559) (← links)
- Forward-neutral valuation relationships for options on zero coupon bonds (Q2873549) (← links)
- A mathematical model of pricing in a large system of cash bonds (Q3722214) (← links)
- SENSITIVITIES AND HEDGING OF THE COLLATERAL CHOICE OPTION (Q5048585) (← links)
