Pages that link to "Item:Q6180325"
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The following pages link to A front‐fixing method for American option pricing on zero‐coupon bond under the Hull and White model (Q6180325):
Displaying 5 items.
- An artificial boundary method for the Hull-White model of American interest rate derivatives (Q621011) (← links)
- Pricing American put option on zero-coupon bond in a jump-extended CIR model (Q907607) (← links)
- (Q4920584) (← links)
- Primal-dual active set method for evaluating American put options on zero-coupon bonds (Q6552647) (← links)
- Analyzing short-rate models for efficient bond option pricing: a review (Q6620762) (← links)