Pages that link to "Item:Q2298860"
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The following pages link to Pricing of fixed-strike lookback options on assets with default risk (Q2298860):
Displaying 5 items.
- Pricing external barrier options under a stochastic volatility model (Q2029429) (← links)
- Pricing of vulnerable options under hybrid stochastic and local volatility (Q2137228) (← links)
- Closed-form pricing formula for foreign equity option with credit risk (Q2167080) (← links)
- (Q6043631) (← links)
- Pricing Vulnerable Options in Fractional Brownian Markets: a Partial Differential Equations Approach (Q6495739) (← links)
