The following pages link to (Q3073387):
Displaying 3 items.
- A two-factor jump-diffusion model for pricing convertible bonds with default risk (Q2828050) (← links)
- The martingale pricing for warrant bonds under stochastic interest rate (Q2885668) (← links)
- Azéma martingales for Bessel and CIR processes and the pricing of Parisian zero‐coupon bonds (Q5855964) (← links)