Pages that link to "Item:Q4372010"
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The following pages link to The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach<sup>1</sup> (Q4372010):
Displayed 5 items.
- Nonexplosion Criteria for Solutions of SDE with Fractional Brownian Motion (Q3423696) (← links)
- Lognormality of rates and term structure models (Q4487014) (← links)
- Calibrating the Black-Derman-Toy model: some theoretical results (Q4541600) (← links)
- Option pricing by mathematical programming† (Q5449021) (← links)
- Interest Rate Risk Management (Q5718251) (← links)