Pages that link to "Item:Q344273"

The following pages link to Pricing vulnerable path-dependent options using integral transforms (Q344273):

Displaying 23 items.

• 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)
• 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 path-dependent options under the Hawkes jump diffusion process (Q2097472) (← links)
• Closed-form analytical solutions for options on agricultural futures with seasonality and stochastic convenience yield (Q2120709) (← links)
• Closed-form pricing formula for foreign equity option with credit risk (Q2167080) (← 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)
• 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)
• Pricing vulnerable power exchange options in an intensity based framework (Q2423595) (← links)
• Pricing vulnerable fader options under stochastic volatility models (Q2691481) (← links)
• (Q4582807) (← links)
• VALUATION OF VULNERABLE OPTIONS UNDER THE DOUBLE EXPONENTIAL JUMP MODEL WITH STOCHASTIC VOLATILITY (Q5056604) (← links)
• (Q5083071) (← links)
• Valuing of timer path-dependent options (Q6089609) (← 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 in Fractional Brownian Markets: a Partial Differential Equations Approach (Q6495739) (← links)