Pages that link to "Item:Q5310695"
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The following pages link to Approximate Formulas for Zero‐coupon Bonds (Q5310695):
Displaying 10 items.
- Numerical pricing of financial derivatives using Jain's high-order compact scheme (Q387081) (← links)
- Perturbation solutions for bond-pricing equations under a multivariate CIR model with weak dependences (Q2315839) (← links)
- Approximations of bond and swaption prices in a Black-Karasiński model (Q2806362) (← links)
- An effective approximation for zero-coupon bonds and Arrow-Debreu prices in the Black-Karasinski model (Q2929374) (← links)
- (Q4343546) (← links)
- Hogan–Weintraub singularity and explosive behaviour in the Black–Derman–Toy model (Q4683077) (← links)
- Closed-form Arrow-Debreu pricing for the Hull-White short rate model (Q5120737) (← links)
- A path-integral approximation for non-linear diffusions (Q5215434) (← links)
- Asymptotics for the Laplace transform of the time integral of the geometric Brownian motion (Q6106550) (← links)
- Polynomial approximation of discounted moments (Q6659478) (← links)