Pages that link to "Item:Q928497"
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The following pages link to Convexity theory for the term structure equation (Q928497):
Displaying 8 items.
- Convex analysis and financial equilibrium (Q484137) (← links)
- Boundary conditions for the single-factor term structure equation (Q627249) (← links)
- Convexity preserving jump-diffusion models for option pricing (Q874977) (← links)
- Asset liquidation under drift uncertainty and regime-switching volatility (Q2187329) (← links)
- Optimal liquidation of an asset under drift uncertainty (Q2813079) (← links)
- Note—Pathwise Convexity and its Relation to Convergence of Time-Average Derivatives (Q4015261) (← links)
- Closed-form convexity and cross-convexity adjustments for Heston prices (Q5300440) (← links)
- PRICING EQUATIONS IN JUMP-TO-DEFAULT MODELS (Q5420699) (← links)