Pages that link to "Item:Q4372010"
From MaRDI portal
The following pages link to The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach<sup>1</sup> (Q4372010):
Displaying 8 items.
- Option pricing under joint dynamics of interest rates, dividends, and stock prices (Q433123) (← links)
- Valuation of derivative securities involving several assets using discrete time methods (Q919967) (← links)
- Interest rate options valuation under incomplete information (Q2480219) (← links)
- Nonexplosion Criteria for Solutions of SDE with Fractional Brownian Motion (Q3423696) (← links)
- Lognormality of rates and term structure models (Q4487014) (← links)
- Calibrating the Black-Derman-Toy model: some theoretical results (Q4541600) (← links)
- Option pricing by mathematical programming† (Q5449021) (← links)
- Interest Rate Risk Management (Q5718251) (← links)