Pages that link to "Item:Q2707196"
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The following pages link to Applications of Eigenfunction Expansions in Continuous-Time Finance (Q2707196):
Displayed 9 items.
- A Series Solution for Bermudan Options (Q3375370) (← links)
- SELF EXCITING THRESHOLD INTEREST RATES MODELS (Q3421826) (← links)
- THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS (Q3502163) (← links)
- PRICING BARRIER OPTIONS WITH SQUARE ROOT PROCESS (Q3523603) (← links)
- Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates (Q4464013) (← links)
- THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE (Q4653015) (← links)
- The spectral representation of Bessel processes with constant drift: applications in queueing and finance (Q4819461) (← links)
- PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY (Q5488975) (← links)
- On the transition densities for reflected diffusions (Q5694152) (← links)