Pages that link to "Item:Q2036854"
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The following pages link to Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes (Q2036854):
Displaying 5 items.
- A closed form solution for vulnerable options with Heston's stochastic volatility (Q508190) (← links)
- Pricing vulnerable options with jump risk and liquidity risk (Q2059298) (← links)
- Pricing of vulnerable options under hybrid stochastic and local volatility (Q2137228) (← links)
- Valuing fade-in options with default risk in Heston-Nandi GARCH models (Q2165384) (← links)
- Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment (Q6051343) (← links)
