Pages that link to "Item:Q2920956"
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The following pages link to Pricing Credit Derivatives in a Wiener–Hopf Framework (Q2920956):
Displaying 3 items.
- Fluctuation identities with continuous monitoring and their application to the pricing of barrier options (Q724078) (← links)
- Hilbert transform, spectral filters and option pricing (Q2288941) (← links)
- Convertible bond valuation in a jump diffusion setting with stochastic interest rates (Q4682998) (← links)
