Pages that link to "Item:Q1027361"
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The following pages link to A dynamic programming approach for pricing options embedded in bonds (Q1027361):
Displaying 19 items.
- Evaluating callable and putable bonds: an eigenfunction expansion approach (Q318869) (← links)
- Hysteresis effects under CIR interest rates (Q418081) (← links)
- Pricing options and convertible bonds based on an actuarial approach (Q473970) (← links)
- Development of computational algorithms for pricing European bond options under the influence of macro-economic conditions (Q903027) (← links)
- A model for designing callable bonds and its solution using tabu search (Q1391445) (← links)
- Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox-Ingersoll-Ross process (Q2071035) (← links)
- Measuring interest rate risk with embedded option using HPL-MC method in fuzzy and stochastic environment (Q2221876) (← links)
- A spectral method for bonds (Q2384583) (← links)
- Approximation of Dynamic Programs (Q3112476) (← links)
- ISOLATING THE WILD CARD OPTION (Q3126230) (← links)
- A dynamic programming approach for pricing CDS and CDS options (Q3182747) (← links)
- Long guarantees with short duration: the rolling annuity (Q4577187) (← links)
- Forward or backward simulation? A comparative study (Q5139227) (← links)
- Primal–dual quasi-Monte Carlo simulation with dimension reduction for pricing American options (Q5139263) (← links)
- Exact Simulation of Variance Gamma-Related OU Processes: Application to the Pricing of Energy Derivatives (Q5149267) (← links)
- Fast Pricing of Energy Derivatives with Mean-Reverting Jump-diffusion Processes (Q5164999) (← links)
- (Q5196309) (← links)
- Pricing the Chicago Board of Trade T-Bond futures (Q5745636) (← links)
- Normal Tempered Stable Processes and the Pricing of Energy Derivatives (Q5886359) (← links)
