Pages that link to "Item:Q2806367"
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The following pages link to THE VALUATION OF OPTIONS ON FOREIGN EXCHANGE RATE IN A TARGET ZONE (Q2806367):
Displaying 5 items.
- A simple trinomial lattice approach for the skew-extended CIR models (Q1687377) (← links)
- On the transition density and first hitting time distributions of the doubly skewed CIR process (Q2241619) (← links)
- A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) (← links)
- EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT (Q5281722) (← links)
- A general framework to simulate diffusions with discontinuous coefficients and local times (Q6638922) (← links)
