Pages that link to "Item:Q2893078"
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The following pages link to Term structure movements implicit in Asian option prices (Q2893078):
Displaying 3 items.
- A new finite difference method for pricing and hedging fixed income derivatives: comparative analysis and the case of an Asian option (Q896802) (← links)
- PRICING INTEREST RATE DERIVATIVES UNDER MONETARY CHANGES (Q4686504) (← links)
- Exploring non-Analytical affine jump-diffusion models for path-dependent interest rate derivatives (Q6538812) (← links)