Pages that link to "Item:Q946627"
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The following pages link to Pricing of bond options. Unspanned stochastic volatility and random field models. (Q946627):
Displaying 6 items.
- On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved (Q2640422) (← links)
- Forward-neutral valuation relationships for options on zero coupon bonds (Q2873549) (← links)
- La valutazione del Prezzo di Opzioni Su Titoli a Reddito Fisso in un Modello Stocastico di Equilibrio (Q3035087) (← links)
- Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar Futures and Options (Q3117847) (← links)
- Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales (Q4981994) (← links)
- Unspanned stochastic volatility in the multifactor CIR model (Q5241564) (← links)