Pages that link to "Item:Q2462884"
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The following pages link to Valuation of vulnerable American options with correlated credit risk (Q2462884):
Displayed 14 items.
- Pricing options with credit risk in a reduced form model (Q457616) (← links)
- Explicit formula for the valuation of catastrophe put option with exponential jump and default risk (Q1676808) (← links)
- The pricing of vulnerable options in a fractional Brownian motion environment (Q1723398) (← links)
- Valuation of the vulnerable option price based on mixed fractional Brownian motion (Q1727085) (← links)
- Pricing vulnerable options with market prices of common jump risks under regime-switching models (Q1727291) (← links)
- Pricing vulnerable options with stochastic volatility (Q2147889) (← links)
- Closed-form pricing formula for foreign equity option with credit risk (Q2167080) (← links)
- Pricing vulnerable options with correlated credit risk under jump-diffusion processes when corporate liabilities are random (Q2316297) (← links)
- Closed-form pricing formula for exchange option with credit risk (Q2410409) (← links)
- Pricing vulnerable power exchange options in an intensity based framework (Q2423595) (← links)
- Pricing Vulnerable Options Under a Markov-Modulated Regime Switching Model (Q3064081) (← links)
- VALUATION OF VULNERABLE OPTIONS UNDER THE DOUBLE EXPONENTIAL JUMP MODEL WITH STOCHASTIC VOLATILITY (Q5056604) (← links)
- PRICING VULNERABLE AMERICAN PUT OPTIONS UNDER JUMP–DIFFUSION PROCESSES (Q5358108) (← links)
- Pricing vulnerable American put options under jump-diffusion processes when corporate liabilities are random (Q6181894) (← links)