Pages that link to "Item:Q2316297"

The following pages link to Pricing vulnerable options with correlated credit risk under jump-diffusion processes when corporate liabilities are random (Q2316297):

Displaying 8 items.

• Pricing vulnerable options with variable default boundary under jump-diffusion processes (Q1716358) (← links)
• Pricing vulnerable options with jump risk and liquidity risk (Q2059298) (← links)
• Optimal feedback control of stock prices under credit risk dynamics (Q2151675) (← links)
• Valuation of vulnerable American options with correlated credit risk (Q2462884) (← links)
• Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment (Q6051343) (← links)
• Pricing vulnerable options under jump diffusion processes using double Mellin transform (Q6171523) (← links)
• Pricing vulnerable American put options under jump-diffusion processes when corporate liabilities are random (Q6181894) (← links)
• A jump diffusion model with fast mean-reverting stochastic volatility for pricing vulnerable options (Q6607546) (← links)