Pages that link to "Item:Q886317"
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The following pages link to Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump (Q886317):
Displaying 6 items.
- Hedging processes for catastrophe options (Q457624) (← links)
- Bond pricing under mixed generalized CIR model with mixed Wishart volatility process (Q515757) (← links)
- Squared Bessel processes and their applications to the square root interest rate model (Q1421689) (← links)
- On the distribution of extended CIR model (Q1726700) (← links)
- An effective approximation for zero-coupon bonds and Arrow-Debreu prices in the Black-Karasinski model (Q2929374) (← links)
- Azéma martingales for Bessel and CIR processes and the pricing of Parisian zero‐coupon bonds (Q5855964) (← links)
