Interest rate option pricing and volatility forecasting: an application to Brazil (Q953623): Difference between revisions

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+Q126264186
@@ Property / Wikidata QID: Q126264186 / rank @@
+Normal rank
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+An Intertemporal General Equilibrium Model of Asset Prices
+Normal rank
@@ Property / cites work @@
+Option pricing of a mixed fractional-fractional version of the Black-Scholes model
+Normal rank
@@ Property / cites work @@
+Pricing Interest-Rate-Derivative Securities
@@ Property / cites work: Pricing Interest-Rate-Derivative Securities / rank @@
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ Property / cites work @@
+Option pricing of fractional version of the Black-Scholes model with Hurst exponent \(H\) being in \((\frac{1}{3},\frac{1}{2})\).
+Normal rank
@@ Property / cites work @@
+A fractional version of the Merton model.
@@ Property / cites work: A fractional version of the Merton model. / rank @@
+Normal rank