Pages that link to "Item:Q5070711"
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The following pages link to Pricing collateralised options in the presence of counterparty credit risk: An extension of the Heston–Nandi model (Q5070711):
Displaying 4 items.
- Pricing anomaly at the first sight: same borrower in different currencies faces different credit spreads -- an explanation by means of a quanto option (Q2353849) (← links)
- (Q3307005) (← links)
- SENSITIVITIES AND HEDGING OF THE COLLATERAL CHOICE OPTION (Q5048585) (← links)
- Pricing collateralized derivatives with an arbitrary numeraire (Q5109974) (← links)
