Pages that link to "Item:Q2466427"
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The following pages link to Fourier transformation and the pricing of average-rate derivatives (Q2466427):
Displaying 3 items.
- A method for computing the transition probability density associated with a multifactor Cox-Ingersoll-Ross model of the term structure of interest rates with no drift term (Q1005306) (← links)
- Average interest rate caps (Q1975257) (← links)
- Valuation of bonds and options under floating interest rate (Q2702368) (← links)