RANDOM TIME FORWARD-STARTING OPTIONS (Q2953302): Difference between revisions

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@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+.03552
@@ Property / arXiv ID: 1504.03552 / rank @@
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@@ Property / cites work @@
+FORWARD START OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES
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@@ Property / cites work @@
+Q4657105
@@ Property / cites work: Q4657105 / rank @@
+Normal rank
@@ Property / cites work @@
+COUNTERPARTY RISK FOR CREDIT DEFAULT SWAPS: IMPACT OF SPREAD VOLATILITY AND DEFAULT CORRELATION
+Normal rank
@@ Property / cites work @@
+Q3515750
@@ Property / cites work: Q3515750 / rank @@
+Normal rank
@@ Property / cites work @@
+The Variance Gamma Process and Option Pricing
@@ Property / cites work: The Variance Gamma Process and Option Pricing / rank @@
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@@ Property / cites work @@
+Q4925745
@@ Property / cites work: Q4925745 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3957683
@@ Property / cites work: Q3957683 / rank @@
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@@ Property / cites work @@
+Analysis of Fourier Transform Valuation Formulas and Applications
+Normal rank
@@ Property / cites work @@
+Constructing Random Times with Given Survival Processes and Applications to Valuation of Credit Derivatives
+Normal rank
@@ Property / cites work @@
+Credit Risk Modeling
@@ Property / cites work: Credit Risk Modeling / rank @@
+Normal rank
@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
+Normal rank
@@ Property / cites work @@
+FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3121777978
@@ Property / OpenAlex ID: W3121777978 / rank @@
+Normal rank