Pages that link to "Item:Q465177"

The following pages link to The pricing of vulnerable options with double Mellin transforms (Q465177):

Displaying 40 items.

• Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation (Q344266) (← links)
• Pricing vulnerable path-dependent options using integral transforms (Q344273) (← links)
• An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846) (← links)
• The pricing of dynamic fund protection with default risk (Q679581) (← links)
• Pricing vulnerable options with variable default boundary under jump-diffusion processes (Q1716358) (← links)
• Some properties concerning the analysis of generalized Wright function (Q1987442) (← links)
• Valuing vulnerable geometric Asian options (Q2006638) (← links)
• Pricing external barrier options under a stochastic volatility model (Q2029429) (← links)
• Pricing vulnerable options in a mixed fractional Brownian motion with jumps (Q2063466) (← links)
• An asymptotic expansion approach to the valuation of vulnerable options under a multiscale stochastic volatility model (Q2131629) (← links)
• Pricing of vulnerable options under hybrid stochastic and local volatility (Q2137228) (← links)
• Pricing vulnerable options with stochastic volatility (Q2147889) (← links)
• Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods (Q2165386) (← links)
• Closed-form pricing formula for foreign equity option with credit risk (Q2167080) (← links)
• A numerical method for pricing discrete double barrier option by Chebyshev polynomials (Q2184388) (← links)
• An integral equation representation approach for valuing Russian options with a finite time horizon (Q2198865) (← links)
• A closed-form pricing formula for vulnerable European options under stochastic yield spreads and interest rates (Q2213599) (← links)
• Two frameworks for pricing defaultable derivatives (Q2213633) (← links)
• \((1+2)\)-dimensional Black-Scholes equations with mixed boundary conditions (Q2286191) (← links)
• Pricing of fixed-strike lookback options on assets with default risk (Q2298860) (← links)
• Analytic valuation of European continuous-installment barrier options (Q2315940) (← links)
• The European vulnerable option pricing with jumps based on a mixed model (Q2398560) (← links)
• Efficient and fast numerical method for pricing discrete double barrier option by projection method (Q2401999) (← links)
• Almost everywhere approximation capabilities of double Mellin approximate identity neural networks (Q2403275) (← links)
• Closed-form pricing formula for exchange option with credit risk (Q2410409) (← links)
• Pricing vulnerable power exchange options in an intensity based framework (Q2423595) (← links)
• (Q4582807) (← links)
• VALUATION OF VULNERABLE OPTIONS UNDER THE DOUBLE EXPONENTIAL JUMP MODEL WITH STOCHASTIC VOLATILITY (Q5056604) (← links)
• (Q5083071) (← links)
• (Q5094642) (← links)
• A CLOSED-FORM GARCH VALUATION MODEL FOR POWER EXCHANGE OPTIONS WITH COUNTERPARTY RISK (Q5111486) (← links)
• Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment (Q6051343) (← links)
• Variational inequality arising from variable annuity with mean reversion environment (Q6142192) (← links)
• Explicit pricing formulas for vulnerable path-dependent options with early counterparty credit risk (Q6161979) (← links)
• (Q6168686) (← links)
• Pricing vulnerable options under jump diffusion processes using double Mellin transform (Q6171523) (← links)
• Pricing Vulnerable Options in Fractional Brownian Markets: a Partial Differential Equations Approach (Q6495739) (← links)
• Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model (Q6547039) (← links)
• A Mellin transform approach to pricing barrier options under stochastic elasticity of variance (Q6581470) (← links)
• Pricing vulnerable lookback options using Laplace transforms (Q6581980) (← links)