Pages that link to "Item:Q907607"
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The following pages link to Pricing American put option on zero-coupon bond in a jump-extended CIR model (Q907607):
Displaying 3 items.
- Bond pricing under mixed generalized CIR model with mixed Wishart volatility process (Q515757) (← links)
- Optimal exercise boundary via intermediate function with jump risk (Q1684772) (← links)
- On the convergence of a Crank-Nicolson fitted finite volume method for pricing American bond options (Q6534640) (← links)