Pages that link to "Item:Q5063448"
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The following pages link to Valuation of European options with stochastic interest rates and transaction costs (Q5063448):
Displaying 6 items.
- Valuation of European continuous-installment options (Q660913) (← links)
- Valuation of European crude oil options with co-jump diffusions and stochastic interest rate (Q2698596) (← links)
- (Q3501474) (← links)
- European Option Pricing with Transaction Costs (Q4695411) (← links)
- AN ANALYTICAL APPROXIMATION FOR EUROPEAN OPTION PRICES UNDER STOCHASTIC INTEREST RATES (Q5265241) (← links)
- Analytically pricing european options under a two-factor stochastic interest rate model with a stochastic long-run equilibrium level (Q6656032) (← links)