The following pages link to (Q4901542):
Displaying 10 items.
- Pricing vulnerable path-dependent options using integral transforms (Q344273) (← links)
- Pricing vulnerable options with variable default boundary under jump-diffusion processes (Q1716358) (← links)
- Pricing vulnerable European options under Lévy process with stochastic volatility (Q1727064) (← links)
- Pricing vulnerable claims in a Lévy-driven model (Q2255005) (← links)
- Analytical pricing of vulnerable options under a generalized jump-diffusion model (Q2260941) (← links)
- Pricing vulnerable options with correlated credit risk under jump-diffusion processes when corporate liabilities are random (Q2316297) (← links)
- Multiple jump-diffusion models and vulnerable European option pricing (Q2885988) (← links)
- Pricing vulnerable European options under a two-sided jump model via Laplace transforms (Q5018007) (← links)
- VALUATION OF VULNERABLE OPTIONS UNDER THE DOUBLE EXPONENTIAL JUMP MODEL WITH STOCHASTIC VOLATILITY (Q5056604) (← links)
- Explicit pricing formulas for vulnerable path-dependent options with early counterparty credit risk (Q6161979) (← links)
