Pricing vulnerable options under a stochastic volatility model (Q2349261): Difference between revisions

@@ Property / DOI @@
-.1016/j.aml.2014.03.007
@@ Property / DOI: 10.1016/j.aml.2014.03.007 / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+https://doi.org/10.1016/j.aml.2014.03.007
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+W2054226113
@@ Property / OpenAlex ID: W2054226113 / rank @@
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@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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@@ Property / cites work @@
+Q4219085
@@ Property / cites work: Q4219085 / rank @@
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@@ Property / cites work @@
+Stochastic Volatility Effects on Defaultable Bonds
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@@ Property / cites work @@
+Multiname and Multiscale Default Modeling
@@ Property / cites work: Multiname and Multiscale Default Modeling / rank @@
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@@ Property / cites work @@
+Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
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@@ Property / cites work @@
+A Simple Proof of the Fredholm Alternative and a Characterization of the Fredholm Operators
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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@@ Property / cites work @@
+Q4935968
@@ Property / cites work: Q4935968 / rank @@
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@@ Property / DOI @@
+.1016/J.AML.2014.03.007
@@ Property / DOI: 10.1016/J.AML.2014.03.007 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2349261