Pages that link to "Item:Q1848018"
From MaRDI portal
The following pages link to A Green's function for a convertible bond using the Vasicek model (Q1848018):
Displaying 4 items.
- Risk-neutral valuation of participating life insurance contracts in a stochastic interest rate environment (Q938030) (← links)
- An analytic solution for a Vasicek interest rate convertible bond model (Q964034) (← links)
- A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate (Q2448388) (← links)
- Pricing options with Green's functions when volatility, interest rate and barriers depend on time (Q3498560) (← links)