Pages that link to "Item:Q844767"
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The following pages link to Pricing derivatives with barriers in a stochastic interest rate environment (Q844767):
Displaying 12 items.
- Comment on ``Option pricing under the Merton model of the short rate'' by Kung and Lee (Q609069) (← links)
- Numerical evaluation of dynamic behavior of Ornstein-Uhlenbeck processes modified by various boundaries and its application to pricing barrier options (Q631490) (← links)
- A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
- The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate (Q1782521) (← links)
- Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
- (Q4459814) (← links)
- Enhanced equity-credit modelling for contingent convertibles (Q4554224) (← links)
- Efficient willow tree method for European-style and American-style moving average barrier options pricing (Q4555115) (← links)
- (Q4582807) (← links)
- NUMERICAL PRICING OF CoCo BONDS WITH PARISIAN TRIGGER FEATURE USING THE FORTET METHOD (Q4595299) (← links)
- Barrier swaption pricing problem in uncertain financial market (Q5003829) (← links)
- Continuity correction: on the pricing of discrete double barrier options (Q6154209) (← links)