Pages that link to "Item:Q1996984"
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The following pages link to Pricing of defaultable options with multiscale generalized Heston's stochastic volatility (Q1996984):
Displaying 6 items.
- An empirical study of a mathematical model for influence of government tax on the price behavior and the stability of market price (Q2004248) (← links)
- Pricing vulnerable options in a mixed fractional Brownian motion with jumps (Q2063466) (← links)
- An asymptotic expansion approach to the valuation of vulnerable options under a multiscale stochastic volatility model (Q2131629) (← links)
- Closed-form pricing formula for foreign equity option with credit risk (Q2167080) (← links)
- Two frameworks for pricing defaultable derivatives (Q2213633) (← links)
- Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment (Q6051343) (← links)
