Valuation of correlation options under a stochastic interest rate model with regime switching (Q1690474): Difference between revisions

@@ Property / author @@
-Rong-Ming Wang
@@ Property / author: Rong-Ming Wang / rank @@
-Normal rank
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+Rong-Ming Wang
@@ Property / author: Rong-Ming Wang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11464-017-0608-5
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@@ Property / OpenAlex ID @@
+W2604091664
@@ Property / OpenAlex ID: W2604091664 / rank @@
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@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Q2782371
@@ Property / cites work: Q2782371 / rank @@
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+Q4323296
@@ Property / cites work: Q4323296 / rank @@
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+An interest rate model with a Markovian mean reverting level
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+On Markov‐modulated Exponential‐affine Bond Price Formulae
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@@ links / mardi / name / links / mardi / name @@
+Publication:1690474