Pages that link to "Item:Q4372015"
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The following pages link to ANAYTICAL SOLUTIONS FOR THE PRICING OF AMERICAN BOND AND YIELD OPTIONS<sup>1</sup> (Q4372015):
Displaying 17 items.
- Valuation of the prepayment option of a perpetual corporate loan (Q370357) (← links)
- American bond option pricing in one-factor dynamic term structure models (Q375259) (← links)
- Numerical pricing of financial derivatives using Jain's high-order compact scheme (Q387081) (← links)
- Evaluating American put options on zero-coupon bonds by a penalty method (Q544230) (← links)
- Pricing American put option on zero-coupon bond in a jump-extended CIR model (Q907607) (← links)
- A preference free partial differential equation for the term structure of interest rates (Q1000411) (← links)
- Valuation for an American continuous-installment put option on bond under Vasicek interest rate model (Q1040023) (← links)
- Numerical pricing of American put options on zero-coupon bonds. (Q1398678) (← links)
- Pricing American put options on defaultable bonds (Q1421692) (← links)
- Saddlepoint approximations to option price in a general equilibrium model (Q2483862) (← links)
- Analytical pricing of American put options on a zero coupon bond in the Heath-Jarrow-Morton model (Q2512852) (← links)
- Prepayment option of a perpetual corporate loan: the impact of the funding costs (Q2874734) (← links)
- A NEW FINITE ELEMENT METHOD FOR PRICING OF BOND OPTIONS UNDER TIME INHOMOGENEOUS AFFINE TERM STRUCTURE MODELS OF INTEREST RATES (Q3444862) (← links)
- Valuation and hedging of contingent claims in the HJM model with deterministic volatilities (Q4342181) (← links)
- A simple class of square-root interest-rate models (Q4994398) (← links)
- ANALYTIC BACKWARD INDUCTION OF OPTION CASH FLOWS: A NEW APPLICATION PARADIGM FOR THE MARKOVIAN INTEREST RATE MODELS (Q5493849) (← links)
- Primal-dual active set method for evaluating American put options on zero-coupon bonds (Q6552647) (← links)
