Pages that link to "Item:Q4429764"
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The following pages link to On the Convexity and Risk-Sensitivity of the Price of American Interest Rate Derivatives (Q4429764):
Displaying 7 items.
- Irreversible capital accumulation under interest rate uncertainty (Q604806) (← links)
- An artificial boundary method for the Hull-White model of American interest rate derivatives (Q621011) (← links)
- Wicksellian theory of forest rotation under interest rate variability (Q953760) (← links)
- Convexity bias in Eurodollar futures prices: A dimension-free HJM criterion (Q1041301) (← links)
- Convexity bias in the pricing of Eurodollar swaps (Q1851134) (← links)
- Analysis of drawdowns and drawups in the US$ interest-rate market (Q3437385) (← links)
- On American Derivatives and Related Obstacle Problems (Q5696869) (← links)