Pages that link to "Item:Q318869"

The following pages link to Evaluating callable and putable bonds: an eigenfunction expansion approach (Q318869):

Displaying 13 items.

• Additive subordination and its applications in finance (Q309162) (← links)
• Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
• An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance (Q893128) (← links)
• Pure jump models for pricing and hedging VIX derivatives (Q1655664) (← links)
• Analytical representations for the basic affine jump diffusion (Q1785484) (← links)
• A censored Ornstein-Uhlenbeck process for rainfall modeling and derivatives pricing (Q2068453) (← links)
• Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
• Optimal stopping in infinite horizon: an eigenfunction expansion approach (Q2446714) (← links)
• Time-changed CIR default intensities with two-sided mean-reverting jumps (Q2448696) (← links)
• Pricing variance swaps under subordinated Jacobi stochastic volatility models (Q2669408) (← links)
• MULTIVARIATE SUBORDINATION OF MARKOV PROCESSES WITH FINANCIAL APPLICATIONS (Q2831000) (← links)
• METHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs OF LONG MATURITIES (Q3191839) (← links)
• Risk‐neutral pricing techniques and examples (Q6054366) (← links)