The following pages link to (Q3501474):
Displaying 6 items.
- The valuation and behavior of Black-Scholes options subject to intertemporal default risk (Q375238) (← links)
- Valuation of structured risk management products (Q868322) (← links)
- Valuation of European option under uncertain volatility model (Q1800249) (← links)
- The credit risk and pricing of OTC options (Q2471735) (← links)
- A probabilistic approach for valuing exchange option with default risk (Q3388383) (← links)
- The martingale approach for vulnerable binary option pricing under stochastic interest rate (Q5193432) (← links)