The following pages link to On pricing of credit spread options (Q704058):
Displaying 8 items.
- Pricing credit spread option with Longstaff-Schwartz and GARCH models in Chinese bond market (Q256747) (← links)
- Arithmetic Brownian motion and real options (Q439622) (← links)
- Modelling the evolution of credit spreads using the Cox process within the HJM framework: a CDS option pricing model (Q621671) (← links)
- Valuing the flexibility of investing in security process innovations (Q948666) (← links)
- Pricing spread options with stochastic interest rates (Q1719038) (← links)
- Pricing anomaly at the first sight: same borrower in different currencies faces different credit spreads -- an explanation by means of a quanto option (Q2353849) (← links)
- Pricing European style credit spread options (Q3110451) (← links)
- Pricing and Hedging Spread Options (Q4442840) (← links)
