Pages that link to "Item:Q4600012"
From MaRDI portal
The following pages link to Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation (Q4600012):
Displaying 5 items.
- A radial basis function -- Hermite finite difference approach to tackle cash-or-nothing and asset-or-nothing options (Q2291997) (← links)
- Merton's Partial Differential Equation and Fixed Point Theory (Q4222462) (← links)
- Pricing participating policies under the Meixner process and stochastic volatility (Q4577195) (← links)
- QUANTO PRICING IN STOCHASTIC CORRELATION MODELS (Q4584705) (← links)
- Bilateral XVA pricing under stochastic default intensity: PDE modelling and computation (Q6101754) (← links)