Pages that link to "Item:Q2020536"
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The following pages link to Analytical valuation of vulnerable European and Asian options in intensity-based models (Q2020536):
Displaying 4 items.
- Valuing fade-in options with default risk in Heston-Nandi GARCH models (Q2165384) (← links)
- Pricing vulnerable fader options under stochastic volatility models (Q2691481) (← links)
- Pricing vulnerable lookback options using Laplace transforms (Q6581980) (← links)
- Pricing exchange options under hybrid stochastic volatility and interest rate models (Q6653510) (← links)
