The following pages link to (Q5038729):
Displaying 7 items.
- A numerical method for pricing spread options on LIBOR rates with a PDE model (Q622981) (← links)
- Pricing spread options with stochastic interest rates (Q1719038) (← links)
- ADI method of credit spread option pricing based on jump-diffusion model (Q3390750) (← links)
- (Q5156170) (← links)
- ON SPREAD OPTION PRICING USING TWO-DIMENSIONAL FOURIER TRANSFORM (Q5234011) (← links)
- An RBF approach for oil futures pricing under the jump-diffusion model (Q5855722) (← links)
- Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model (Q6547039) (← links)