Pages that link to "Item:Q5696841"
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The following pages link to EXPLICIT BOND OPTION FORMULA IN HEATH–JARROW–MORTON ONE FACTOR MODEL (Q5696841):
Displaying 4 items.
- Pricing bond options in emerging markets: a case study (Q1690978) (← links)
- Pricing and Hedging Discount Bond Options in the Presence of Model Risk * (Q2707036) (← links)
- CMS, CMS SPREADS AND SIMILAR OPTIONS IN THE MULTI-FACTOR HJM FRAMEWORK (Q4902544) (← links)
- A Semi‐Explicit Approach to Canary Swaptions in HJM One‐Factor Model (Q5489324) (← links)