On pricing options with stressed-beta in a reduced form model (Q2353840): Difference between revisions

@@ Property / cites work @@
+Q5558293
@@ Property / cites work: Q5558293 / rank @@
+Normal rank
@@ Property / cites work @@
+Time-Varying Betas Help in Asset Pricing: The Threshold CAPM
+Normal rank
@@ Property / cites work @@
+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
+Normal rank
@@ Property / cites work @@
+Q4323296
@@ Property / cites work: Q4323296 / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing under a stressed-beta model
@@ Property / cites work: Option pricing under a stressed-beta model / rank @@
+Normal rank
@@ Property / cites work @@
+Implementing models in quantitative finance: methods and cases
+Normal rank
@@ Property / cites work @@
+Information and option pricings
@@ Property / cites work: Information and option pricings / rank @@
+Normal rank
@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Optimal Stopping and the American Put
@@ Property / cites work: Optimal Stopping and the American Put / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient pricing of Bermudan options using recombining quadratures
+Normal rank
@@ Property / cites work @@
+Q5180217
@@ Property / cites work: Q5180217 / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing with regime switching by trinomial tree method
+Normal rank