Pages that link to "Item:Q5382670"
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The following pages link to A robust tree method for pricing American options with the Cox–Ingersoll–Ross interest rate model (Q5382670):
Displaying 5 items.
- Computing credit valuation adjustment solving coupled PIDEs in the Bates model (Q2221460) (← links)
- Pricing and hedging GLWB in the Heston and in the Black-Scholes with stochastic interest rate models (Q2520430) (← links)
- Convergence Rate of Markov Chains and Hybrid Numerical Schemes to Jump-Diffusion with Application to the Bates Model (Q5151932) (← links)
- NUMERICAL STABILITY OF A HYBRID METHOD FOR PRICING OPTIONS (Q5207491) (← links)
- The American put with finite‐time maturity and stochastic interest rate (Q6054438) (← links)