Pages that link to "Item:Q5111486"
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The following pages link to A CLOSED-FORM GARCH VALUATION MODEL FOR POWER EXCHANGE OPTIONS WITH COUNTERPARTY RISK (Q5111486):
Displaying 3 items.
- Valuing fade-in options with default risk in Heston-Nandi GARCH models (Q2165384) (← links)
- Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment (Q6051343) (← links)
- Pricing exchange options under hybrid stochastic volatility and interest rate models (Q6653510) (← links)