Pages that link to "Item:Q2707036"
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The following pages link to Pricing and Hedging Discount Bond Options in the Presence of Model Risk * (Q2707036):
Displaying 11 items.
- Pricing of bond options. Unspanned stochastic volatility and random field models. (Q946627) (← links)
- Distribution-free option pricing (Q995496) (← links)
- Bond options and bond portfolio insurance (Q1182784) (← links)
- Pricing bond options in emerging markets: a case study (Q1690978) (← links)
- Weighted BMO and discrete time hedging within the Black-Scholes model (Q1775518) (← links)
- Model misspecification analysis for bond options and Markovian hedging strategies (Q2462883) (← links)
- On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved (Q2640422) (← links)
- Forward-neutral valuation relationships for options on zero coupon bonds (Q2873549) (← links)
- NO-ARBITRAGE IN HEATH-JARROW-MORTON MODEL AND THE BOND PRICING EQUATION (Q2981087) (← links)
- La valutazione del Prezzo di Opzioni Su Titoli a Reddito Fisso in un Modello Stocastico di Equilibrio (Q3035087) (← links)
- A Hybrid Model for Pricing and Hedging of Long-dated Bonds (Q4682485) (← links)