Pages that link to "Item:Q5084750"
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The following pages link to Pricing American put option on zero-coupon bond under fractional CIR model with transaction cost (Q5084750):
Displaying 3 items.
- Pricing American put option on zero-coupon bond in a jump-extended CIR model (Q907607) (← links)
- A fractional version of the Cox–Ingersoll–Ross interest rate model and pricing double barrier option with Hurst index H∈(23,1) (Q5078109) (← links)
- Analyzing short-rate models for efficient bond option pricing: a review (Q6620762) (← links)
