Pages that link to "Item:Q2349604"
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The following pages link to Delta hedging in discrete time under stochastic interest rate (Q2349604):
Displaying 3 items.
- The analytical interface coupling of arbitrary-order fractional nonlinear hyperbolic scalar conservation laws (Q2144120) (← links)
- A robust numerical solution to a time-fractional Black-Scholes equation (Q2166825) (← links)
- Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate (Q5030547) (← links)
