Pages that link to "Item:Q3423401"
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The following pages link to PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS (Q3423401):
Displaying 27 items.
- Preliminary test and estimation in some multifactor diffusion processes (Q369390) (← links)
- Stochastic duration and fast coupon bond option pricing in multi-factor models (Q375483) (← links)
- American options and callable bonds under stochastic interest rates and endogenous bankruptcy (Q660162) (← links)
- Analytical approximations for prices of swap rate dependent embedded options in insurance products (Q1003826) (← links)
- Calibration of one-factor and two-factor hull-white models using swaptions (Q1722763) (← links)
- A general Gaussian interest rate model consistent with the current term structure (Q1952680) (← links)
- Pricing and hedging of inflation-indexed bonds in an affine framework (Q2349617) (← links)
- Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting (Q2378387) (← links)
- Affine stochastic mortality (Q2507942) (← links)
- Options on bonds: implied volatilities from affine short-rate dynamics (Q2672920) (← links)
- Fast swaption pricing in Gaussian term structure models (Q2831010) (← links)
- The affine LIBOR models (Q2851558) (← links)
- Pricing swaptions under multifactor Gaussian HJM models (Q2927950) (← links)
- Swaption pricing in affine and other models (Q2927951) (← links)
- On swap rate dynamics: to freeze or not to freeze? (Q3174922) (← links)
- Affine LIBOR Models with Multiple Curves: Theory, Examples and Calibration (Q3195114) (← links)
- CASH-SETTLED SWAPTIONS: A NEW PRICING MODEL (Q3304221) (← links)
- A NEW FINITE ELEMENT METHOD FOR PRICING OF BOND OPTIONS UNDER TIME INHOMOGENEOUS AFFINE TERM STRUCTURE MODELS OF INTEREST RATES (Q3444862) (← links)
- Applications of Gram–Charlier expansion and bond moments for pricing of interest rates and credit risk (Q3577152) (← links)
- PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS (Q4419304) (← links)
- Approximate pricing of swaptions in affine and quadratic models (Q4555143) (← links)
- Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations (Q4579836) (← links)
- A Lévy HJM multiple-curve model with application to CVA computation (Q4683048) (← links)
- DYNAMIC HEDGING STRATEGIES FOR CASH BALANCE PENSION PLANS (Q4691254) (← links)
- The Impact of Stochastic Volatility on Initial Margin and MVA for Interest Rate Derivatives (Q5879356) (← links)
- Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model (Q6154215) (← links)
- A static replication approach for callable interest rate derivatives: mathematical foundations and efficient estimation of SIMM–MVA (Q6576883) (← links)
