Pages that link to "Item:Q3621215"
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The following pages link to Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis (Q3621215):
Displaying 6 items.
- A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond (Q411529) (← links)
- Pulled-to-par returns for zero-coupon bonds historical simulation value at risk (Q777819) (← links)
- Perturbation solutions for bond-pricing equations under a multivariate CIR model with weak dependences (Q2315839) (← links)
- An effective approximation for zero-coupon bonds and Arrow-Debreu prices in the Black-Karasinski model (Q2929374) (← links)
- Pricing of zero-coupon and coupon cat bonds (Q4829386) (← links)
- (Q5413580) (← links)