Pages that link to "Item:Q3520540"
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The following pages link to HEDGING UNDER THE HESTON MODEL WITH JUMP-TO-DEFAULT (Q3520540):
Displaying 6 items.
- Pricing convertible bonds and change of probability measure (Q741859) (← links)
- A unified approach to pricing and risk management of equity and credit risk (Q2349596) (← links)
- Variance swaps on defaultable assets and market implied time-changes (Q2813077) (← links)
- Pricing and hedging contingent claims using variance and higher order moment swaps (Q4555095) (← links)
- Lifting the Heston model (Q5120731) (← links)
- (Q5436599) (← links)