PREPAYMENT OPTION OF A PERPETUAL CORPORATE LOAN: THE IMPACT OF THE FUNDING COSTS (Q2874734): Difference between revisions

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+An Inverse Problem for a Parabolic Variational Inequality Arising in Volatility Calibration with American Options
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+Computational Methods for Option Pricing
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+On the discretization schemes for the CIR (and Bessel squared) processes
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+AMERICAN OPTIONS WITH REGIME SWITCHING
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+Quantitative assessment of securitisation deals. Foreword by Anneli Peshkoff and Guido Bichisao
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+ANAYTICAL SOLUTIONS FOR THE PRICING OF AMERICAN BOND AND YIELD OPTIONS<sup>1</sup>
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+A Theory of the Term Structure of Interest Rates
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+Regularity theorems for variational inequalities in unbounded domains and applications to stopping time problems
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+Stochastic games and variational inequalities
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+An explicit solution to an optimal stopping problem with regime switching
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+Closed-Form Solutions for Perpetual American Put Options with Regime Switching
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+New development in freefem++
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+Methods for Pricing American Options under Regime Switching
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+Variational inequalities and the pricing of American options
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+Option Pricing With Markov-Modulated Dynamics
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+Q5488452
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+Credit Risk Modeling
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+On a reduced form credit risk model with common shock and regime switching
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+Explicit solutions to European options in a regime-switching economy
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+Valuation of the prepayment option of a perpetual corporate loan
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+About the Pricing Equations in Finance
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+Bond pricing under a Markovian regime-switching jump-augmented vasicek model via stochastic flows
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+Pricing currency options under two-factor Markov-modulated stochastic volatility models
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+Perpetual American maximum options with Markov-modulated dynamics
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+Publication:2874734