Pages that link to "Item:Q4464014"
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The following pages link to MultiFactor Valuation of Floating Range Notes (Q4464014):
Displaying 6 items.
- Pricing of range accrual swap in the quantum finance Libor market model (Q1782677) (← links)
- Pricing range notes within Wishart affine models (Q2513635) (← links)
- Pricing longevity derivatives via Fourier transforms (Q2656990) (← links)
- Valuing early-exercise interest-rate options with multi-factor affine models (Q2862511) (← links)
- Pricing swaptions under multifactor Gaussian HJM models (Q2927950) (← links)
- VALUATION OF FLOATING RANGE NOTES IN LÉVY TERM‐STRUCTURE MODELS (Q5488974) (← links)