Pages that link to "Item:Q2255005"
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The following pages link to Pricing vulnerable claims in a Lévy-driven model (Q2255005):
Displaying 8 items.
- Pricing approximations and error estimates for local Lévy-type models with default (Q2006127) (← links)
- Analytical valuation of vulnerable European and Asian options in intensity-based models (Q2020536) (← links)
- Approximate value adjustments for European claims (Q2116937) (← links)
- Two frameworks for pricing defaultable derivatives (Q2213633) (← links)
- CVA and vulnerable options pricing by correlation expansions (Q2241073) (← links)
- A family of density expansions for Lévy-type processes (Q2258531) (← links)
- Pricing Bermudan options under local Lévy models with default (Q2408753) (← links)
- Efficient Computation of Various Valuation Adjustments Under Local Lévy Models (Q4635249) (← links)