Pages that link to "Item:Q1727278"
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The following pages link to Explicit pricing formulas for European option with asset exposed to double defaults risk (Q1727278):
Displaying 3 items.
- Explicit formula for the valuation of catastrophe put option with exponential jump and default risk (Q1676808) (← links)
- Proactive hedging European call option pricing with linear position strategy (Q1727009) (← links)
- Option pricing for path-dependent options with assets exposed to multiple defaults risk (Q2183237) (← links)