RISK SENSITIVITIES OF BERMUDA SWAPTIONS (Q3022106): Difference between revisions

@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / cites work @@
+Volatility skews and extensions of the Libor market model
+Normal rank
@@ Property / cites work @@
+Implied interest rate pricing models
@@ Property / cites work: Implied interest rate pricing models / rank @@
+Normal rank
@@ Property / cites work @@
+Q4315885
@@ Property / cites work: Q4315885 / rank @@
+Normal rank
@@ Property / cites work @@
+Fast accurate binomial pricing
@@ Property / cites work: Fast accurate binomial pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing Barrier Options with Time–Dependent Coefficients
+Normal rank
@@ Property / cites work @@
+Similarity and decision-making under risk (Is there a utility theory resolution to the Allais paradox?)
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024904002487
+Normal rank
@@ Property / OpenAlex ID @@
+W3123576464
@@ Property / OpenAlex ID: W3123576464 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3022106