Pages that link to "Item:Q4342181"
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The following pages link to Valuation and hedging of contingent claims in the HJM model with deterministic volatilities (Q4342181):
Displaying 6 items.
- A noisy principal component analysis for forward rate curves (Q319733) (← links)
- A finite volume approach for contingent claims valuation (Q2748866) (← links)
- The Dynamic<i>q</i>-Valuation of a Contingent Claim in a Continuous Market Model (Q3611811) (← links)
- Pricing and hedging contingent claims using variance and higher order moment swaps (Q4555095) (← links)
- (Q4868511) (← links)
- Hedging of contingent claims written on non traded assets under Markov-modulated models (Q5739175) (← links)