Pages that link to "Item:Q4682998"
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The following pages link to Convertible bond valuation in a jump diffusion setting with stochastic interest rates (Q4682998):
Displaying 9 items.
- Pricing warrant bonds with credit risk under a jump diffusion process (Q1727102) (← links)
- A two-factor jump-diffusion model for pricing convertible bonds with default risk (Q2828050) (← links)
- (Q3073387) (← links)
- Enhanced equity-credit modelling for contingent convertibles (Q4554224) (← links)
- Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree (Q4957263) (← links)
- Analysis of Sequential Conversions of Convertible Bonds: A Recurrent Survival Approach (Q5139479) (← links)
- Willow tree algorithms for pricing Guaranteed Minimum Withdrawal Benefits under jump-diffusion and CEV models (Q5235461) (← links)
- (Q5462196) (← links)
- A semi-Lagrangian \(\epsilon\)-monotone Fourier method for continuous withdrawal GMWBs under jump-diffusion with stochastic interest rate (Q6556883) (← links)