Pages that link to "Item:Q1394966"
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The following pages link to Bounds for present value functions with stochastic interest rates and stochastic volatility. (Q1394966):
Displaying 11 items.
- An application of comonotonicity and convex ordering to present values with truncated stochastic interest rates (Q882461) (← links)
- A stability result for the HARA class with stochastic interest rates. (Q1423345) (← links)
- An easy computable upper bound for the price of an arithmetic Asian option (Q1584514) (← links)
- A stochastic order for the analysis of investments affected by the time value of money (Q1622512) (← links)
- Computation of convex bounds for present value functions with random payments (Q2571217) (← links)
- Convex upper and lower bounds for present value functions (Q2739981) (← links)
- Stochastic discounting for cost effective replacements of systems under competing catastrophic risks (Q3020597) (← links)
- Discounted minimum of a random number of random variables in replacement of computer systems (Q3060870) (← links)
- Incorporating concepts of extreme value theory in formulating a discounting model for making optimal decisions in competing risks management (Q3078179) (← links)
- Incorporating a random number of independent competing risks in discounting a continuous uniform cash flow with rate of payment being a random sum (Q3540821) (← links)
- Discounted maximum of a random number of random cash flows in optimal decision making (Q3604305) (← links)
