Pages that link to "Item:Q3185983"
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The following pages link to Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models (Q3185983):
Displaying 4 items.
- Option pricing in a regime switching stochastic volatility model (Q1642260) (← links)
- Pricing warrant bonds with credit risk under a jump diffusion process (Q1727102) (← links)
- Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives (Q2198168) (← links)
- LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK (Q5051211) (← links)
